JOGL contains java bindings for opengl. The files you need for netbeans are:
and can be found at java.net.
If you have questions, check out the Users Guide. I'm not exactly sure of the best place to put things. You can try this:
Extract the dll files from jogl-natives-windows-i586.jar and place them in the WINDOWS/system32 folder
Add jogl.jar to the jdk library folder, e.g. C:\Program Files\Java\jdk1.5.0_06\lib.
In Netbeans, go into Tools:Library Manager to add this new library.
Placed docs in the C:\Program Files\Java\jdk1.5.0_06\docs\api folder.
In Netbeans, go to Tools:Library Manager, and add the javadoc folder to the new jogl library.