Python plugin: 0.103
Python Platform: CPython 2.6.4

# New Project -> Create a simple HelloWorld.py
from __future__ import division
print "Hello world!"
x = 5/2
print x # <-- Place breakpoint at this line

Running the code works fine.
Debugging the code produces the following error:
>>>[LOG]PythonDebugger : overall Starting
[LOG]PythonDebugger.taskStarted : I am Starting a new Debugging Session ...
[LOG]This window is an interactive debugging context aware Python Shell 
[LOG]where you can enter python console commands while debugging 
>>>SOURCE::IMPORTERROR:No module named __future__['Traceback (most recent call last):
', '  File "D:/nbproject/Python/HelloWorld/src/helloworld.py", line 1, in <module>
    from __future__ import division
c:\documents and settings\usx19345\.netbeans\6.8\config\nbpython\debug\nbpythondebug\jpydaemon.py
', 'ImportError: No module named __future__
Debug session normal end
']
args =  ['C:\\Documents and Settings\\usx19345\\.netbeans\\6.8\\config\\nbPython\\debug\\nbpythondebug\\jpydaemon.py', 'localhost', '29100']
localDebuggee= None
JPyDbg connecting  localhost  on in=  29100 /out= 29101
JPyDbgI0001 : connected to  localhost
deamon ended