I have just successfully build the APK and was about to ask a question when I was stuck, but I figured it out - instead I'm going to write a few tips on the process.
How to build the android APK
1. On Ubuntu, install eclipse via sudo apt-get install eclipse.
2. Download the SDK and follow the instructions on http://developer.android.com/sdk/installing.html. Note: I had many errors doing this. For me it helped to just try again, until the next error occured. Eventually, after restarting installing several times, it worked.
3. Import the anyRemote Project: Open eclipse and select "File -> Import". Give the path of anyRemote, so eclipse can find and import the project. Select the android version of your mobile as the SDK platform (for me: android 2.1). Note: When I pressed import, eclipse crashed. The program seems to work anyway.
4. Run the project to generate the APK. You will have to set up a virtual device to run the emulation, but the process is relatively self-explanatory. The APK will be generatet in download-path/anyRemote/bin/.
5. Copy the APK file onto your mobile. Open it with a file browser (like OI file manager) and install.
That's how far I got, I'll try to set up anyremote via bluetooth next :-) ! Thanks for developing!!