I edited your post up there. You don't need to quote me.. I remember what was said.
All you need to do is open NetBeans. In the uper left hand corner, under File, select "New Project". When the wizard opens, name it to whatever you want (the project name means nothing). Select Web application as the type.Just click on Finish (once you have given it a name).
Then, you are going to want to create a class. Since you are using someone's example, all you are going to really do is cut and paste in the code. So just below where you clicked file, there should be three tabs. Click on the file tab, then right click on your project name. Select new, then Java class. When the template opens, delete everything in the template, and paste in your "HelloWorld" code. Depending on where the code came from, you might have to make some modifications so that it is a proper class. If it doesn't compile and run properly, paste your code into a response here, and I will help you fix it so that you can run it.