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See Tools->Options, option "Debugging and Executing"/"Execution Types"/"Debugger Execution". This execution type is useful for debugging but there is no description on how to take advantage of it for debugging.
Gail, I'm not sure if this is on your list of things to do or not.
Two new sections have been added to the online help. Compiling and Running -> Setting Executor Options -> Debugger Executor explains the debugger executor and its properties. Compiling and Running -> Running Java Programs -> Running a Program in Debug Mode provides step-by-step instructions for using the debugger executor. These new help pages were added to Netbeans release 3.3.