Are you using Netbeans as in the jME SDK?
I’m very used to Eclipse, so I use gradle, bootmonkey, and jMonkeyBuilder. That combined has the same functionality as the SDK, and you can use it in Eclipse.
However, if it’s your first project you should still go for Netbeans (as you have a 98% chance it builds first try), but I don’t think there’s an option for changing that.