- right click in you project;
- click on "Clean and Build";
- After that go to the netbeans project folder;
- It creats a new folder called: "Dist"
- In this folder will have a file ProjectName.Jar (Does an executable of your application);
- After that run the program you mentioned, this will transform executable "ProjectName.Jar" into an installer.
For that try this tutorials:
In this videos you will find a very simple way to create an executable and an installer of your application.