some things to check:
1. in the project pane, right click on your project and select Properties. Click on Platform. The Emulator platform should at least show "Sun
Java (TM) Wireless Toolkit 2.5.2 for CLDC". In Windows, it is installed (by default) under C:\Program Files\NetBeans 6.5\mobility8\WTK2.5.2
2. under Tools -> Plugins, go to the "Installed" tab. Sorting by Category, I have the following installed for the Mobility category: Java ME CDC, Components Support, Mobility, Visual Mobile Designer, Mobility End to End. Which ones are you missing? (I am not sure which of the plugins install the Wireless Toolkit