Amos,
You can add the entry (DTD/SChema) to the XML Catalog (under Window > Prefs > MYEclipse > Editors > XML Editor > XML Catalog) under the User Entries, the editor can then look the resource up there in stead. Keep in mind that your URI will need to point to a local copy of the file in the form of a URL, like: file://blahblah
You can get this path quickly by putting the file on your hard drive somewhere, then trying to open it using your browser, then copy paste the URL the browser built intot he box.