Instead of downloading and using your own Selenium jars I would use [Maven][1].
Maven is used as a build tool and will download any dependencies you might need, like the latest version of Selenium.

Steps:

1. Download & Install Netbeans with JDK at http://www.oracle.com/technetwork/java/javase/downloads/index.html (Also install JUnit with the installer)

2. Install Firefox

2. Create a new project: Maven -> Java Application

3. Under project files edit pom.xml and add Selenium dependency

<!-- language: lang-xml -->

    <dependencies>
      <dependency>
        <groupId>org.seleniumhq.selenium</groupId>
        <artifactId>selenium-java</artifactId>
        <version>2.45.0</version>
      </dependency>
    </dependencies>


4. Right click project-name to get a menu and select: New -> Other. Pick the JUnit Test from the Unit Tests category. Next -> Finish.

5. Pasted the following code to replace the JUnit test file

<!-- language: lang-java -->

    import org.junit.Test;
    import org.openqa.selenium.By;
    import org.openqa.selenium.WebDriver;
    import org.openqa.selenium.WebElement;
    import org.openqa.selenium.firefox.FirefoxDriver;
    
    public class NewEmptyJUnitTest {

      @Test
      public void hello() {
        WebDriver driver  = new FirefoxDriver();
          driver.get("http://sqa.stackexchange.com/questions/13213/how-to-configure-selenium-webdriver-with-netbeans");
          WebElement acceptAnswerLink = driver.findElement(By.id("vote-accepted-13214"));
          acceptAnswerLink.click();  
        driver.quit();
      }
    }

6. Hit Ctrl-F6 to run the unit-tests

The result should be that Firefox starts opening this page and accepting this answer ;-)

Put the files on github: https://github.com/nreijmersdal/NetbeansMavenSelenium

  [1]: https://maven.apache.org/
  [2]: http://junit.org/