Normally you can set a breakpoint on a given line of code by clicking the line number in the editor's gutter.

It is not possible to do this when the "Quick Fix" lightbulb icon is displayed for a line.  To reproduce, create a new
Java class and add some code to make use of an untyped collection:

    List myList = new ArrayList();
    myList.add("Foo");

The myList.add line will warn about the "unchecked call to add(E) as a member of the raw type java.util.List" and show
the lightbulb icon as described.  You cannot click the gutter to set a breakpoint at this line of code.

Two workarounds are possible:

1. You can click "Toggle Line Breakpoint" from the Tools menu

2. You can accept the fix to add the @SuppressWarnings("unchecked") annotation, which will eliminate the lightbulb icon.

I was able to demonstrate this using the following configuration:

Product Version: NetBeans IDE 6.0 Beta 1 (Build 200709141330) 
Java: 1.6.0_02; Java HotSpot(TM) Client VM 1.6.0_02-b06 
System: Windows XP version 5.1 running on x86; Cp1252; en_US (nb)