I setup a directory on my local file system and copy these .jar files there:
D:\jar
Next you need to modify your path to include this directory so Ant (command line) can find these files. These instructions for for Windows XP.
Example: C:\CFusionMX7\runtime\jre\bin;%ANT_HOME%\bin;D:\jar
Click OK 3 times to close that dialog
Now you should be able to use the example scripts, either via the command line or within Eclipse.