You should enable a "Build partially" check-box in "Latex" menu.
Here is exempt from TeXlipse FAQ:
Why cannot I open an arbitrary TeX-file and compile it?
TeXlipse or more generally Eclipse needs a project where your files
are located. If you have many small files, e.g. letters, just create a
project called e.g. "misc." and add your small files to it. For more
details how to build these files, take a look at the next entry.
I have many self-contained LaTeX files in my project, but only my main
TeX file is build after save. How can I build the other files without
switching the main TeX file every time?
There is a nice feature in TeXlipse which you should use in this case: Partial building. If switched on, TeXlipse tries to build only
the file you are currently editing. It uses two different strategies
depending on the file type you are editing:
- If the file is a "main" TeX file, it simply builds the file and move it to your output directory. When you use Preview Document after
that, this file will be shown.
- If the file is not a self-contained TeX file, TeXlipse extracts the preamble of your main file and includes it together with the file
you are editing in a temporary file. This newly created file will be
build and shown if you preview it.