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For example in "Delete Project" window buttons don't react on cursor keys although it looks that they may do (as in a lot of other programs) - but the same behavior is in whole Netbeans UI. Another point - wouldn't it be nice if it just react on "y" for yes without alt pressed (ex. save dialog in Notepad in Windows)?
Maybe there are some differences between Java vs. Native application. Java applications should follow Java Look and Feel guidelines - see http://java.sun.com/products/jlf/ed2/book/. Resolving issue as INVALID.