File -> New File -> XML -> XML Document

Set file name as: test

Next Screen select "Well-formed Document"

Finish button does nothing.

Product Version: NetBeans IDE Dev (Build 200709250000) 
Java: 1.5.0_12; Java HotSpot(TM) Client VM 1.5.0_12-b04 
System: Windows XP version 5.1 running on x86; Cp1252; en_US (nb)

Same process worked fine in NetBeans v5.5.1 in same environment.