Download JDK 5 from http://www.netbeans.info/downloads/index.php
Double click on the downloaded installer to install it.
In my case, my root installation folder is at C:\Java
After the installation is done, you’ll be able to see that the Java 1.5 is located at C:\Java\jdk1.5.0_12
Once done with the installation, you need to set the environment. Follow the steps below to set the Java environment.

right click at My Computer, click on Properties

go to Advanced tab, click on Environment Variables

add/ edit JAVA_HOME

add/ edit PATH
Test the java installed.
Go to Run => type cmd
then type
java -version

check there java version
Download NetBeans 5.5 from http://java.sun.com/javase/downloads/index_jdk5.jsp
After done with the installation, run the netbeans.
To create a new application, go to File => New Project => Next
Choose General and Java Application => Next

At Project Name, type “HelloWorld” then click Finish

You will have a java application ready.
Now, go to the main, and add the following codes.

add println at main

build project

run project

the output
There you have, a simple HelloWorld using NetBeans..