Eclipse is an IDE (Integrated Development Environment) written in Java, orignally funded by IBM.  Originally targetted as an IDE for Java development, it now support other languages, including C++ and PHP.

Eclipse PDT is the PHP development plug-in for the Eclipse IDE.   To get Eclipse with PDT already installed,  download the all-in-one Eclipse/PHP distrubution from http://www.eclipse.org/downloads and unzip. Make sure to keep your version of PDT up to date by going to Check for Updates under the Help menu.  To learn more, see http://www.eclipse.org/pdt.

Zen Studio is a distribution of Eclipse/PDT specifically for PHP programmers.  When you install Zen Studio, it has a 30 day evaluation, but reverts to a "Personal Edition" after the 30 days evaluation, unless a license fee is paid.  To learn more, see http://www.zend.com/en/products/studio.