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See http://www.netbeans.org/issues/show_bug.cgi?id=154562#desc6 for details. basically, the project is flagged as broken when it is initially created/opened. It looks like this is a regression from the behavior of the project in 6.0/6.1, though it may just be an issue with the tutorial for the Calculator sample, which might have forgotten to mention something about the initial state of the two apps when they open in the IDE...
Right, that's because JAX-WS java artifacts (proxy classes) are generated on project's Build. As long as the project isn't built the java files, that reference those classes, are error badged. This should be mentioned in tutorial.
Gentlemen, The version of the tutorial for NB 6.5, available at http://www.netbeans.org/kb/docs/websvc/wsit.html, already includes the warning On NetBeans IDE 6.5, an error icon is shown for the CalculatorClientApp service because the IDE cannot find the WSDL for the CalculatorWS service. After you deploy CalculatorApp, clean and build CalculatorClientApp and this problem is resolved. There is a similar warning in the section on SecureCalculatorApp. Is this adequate?