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Observed with NetBeans 6.1 (as well as with Patch 4) on Windows Vista. I was testing a related issue (146833) and found that when creating a new XML Schema, the wizard also appears to be case-insensitive. For instance, if an XSD exists with the name "Schema1", then using the name "SCHEMA1" in the wizard will display a message "The file SCHEMA1 already exists."
This should no longer be a problem in builds after Aug. 5, 2008, was fixed by changeset 94696 (sorry, not sure what issue number goes with that changeset) http://hg.netbeans.org/main/diff/ff72d5647e47/xml.catalogsupport/src/org/netbeans/modules/xml/catalogsupport/DefaultProjectCatalogSupport.java