I don't know if you still have this problem, but I'll leave the answer anyway (just in case someone else comes across the same problem - like I did a few days ago).
From this tutorial:
To configure the interpreter:
1. Go to: window > preferences > PyDev > Interpreter - (Python/Jython/IronPython).
Note that the Auto Config will try to find it in your PATH, but it can fail if it's not there (or if you want to configure a different interpreter).
On Windows it'll also search the registry and provide a choice based on the multiple interpreters available in your computer (searching in the registry).
On Linux/Mac, usually you can do a 'which python' to know where the python executable is located.
2. Choose the interpreter you have installed in your computer (such as python.exe, jython.jar or ipy.exe).
3. Select the paths that will be in your SYSTEM PYTHONPATH.
IMPORTANT: Select only folders that will NOT be used as source folders for any project of yours
(those should be later configured as source folders in the project).
IMPORTANT for Mac users: The Python version that usually ships with Mac doesn't seem to have the .py source files
available, which are required for PyDev, so, using a different interpreter is recommended (i.e.: Download it from http://python.org). If you don't want to use a different interpreter, get the source files for the Python '/Lib' folder
and add those to the system installation.