To achieve this you most certainly need to use Nodes combined with an ExplorerManager and a corresponding view, replacing your JList.
This tutorial explains the basics of nodes and using them with an ExplorerManager and all kind of different views. In your created nodes you would override the getSheed()
-Method and create your PropertySheet there.
The Netbeans Developer FAQ is a nice place which descripes a lot of the usual tasks when developing an application. Nodes and Explorer should tell you a lot about Nodes, ExplorerManagers and the several Views. Properties and PropertySheets has some nice extra info regarding PropertySheets.