I don't know if God created our souls before we were created in the womb, so either "created in heaven" or "created in the womb" would be my answer. I went with Heaven for the sake of the poll.
I am very confident though that we are born with eternal life... now whether that is eternal salvation or eternal damnation that is up to whether or not we accept Christ as our lone Savior.
We are definitely born into an eternal life. Our "eternal life with Christ" however is at the moment we accept Him by Faith.
For I am sure that neither death nor life, nor angels nor rulers, nor things present nor things to come, nor powers, nor height nor depth, nor anything else in all creation, will be able to separate us from the love of God in Christ Jesus our Lord. ~ Romans 8:38-39 ESV.
This year, or this month, or, more likely, this very day, we have failed to practise ourselves the kind of behaviour we expect from other people.
C.S. Lewis - Mere Christianity