I am writing this post for the benefit of my new Java EE students who have no experience with downloading and installing the Glassfish application server.
The following video clip includes the detailed instructions you need to follow in order to download and install the Glassfish application server.
Once you complete the download you can connect it with your Eclipse Java EE IDE. You can alternatively download and install the Glassfish Tools Bundle for Eclipse, that includes the Glassfish together with the Eclipse. Another option is download and installing the Netbeans IDE that already comes bundled with the Glassfish application server.