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The component inspector does not show the jMenuBar property for JApplet or JDialog. There is no way to set the JMenuBar property for these components. More important, however, is that opening an older form that does have this property set from Forte 3.0 for example, the initialization code is removed from initComponents. This can easily be reproduced. Simply create a new applet by choosing "New->GUI Forms->JApplet". Next, click on the applet component in the component inspector. Note that there is no "JMenuBar" property to set. The Forte 3.0 release (not sure which Netbeans version this is based on) has this property listed as "menu bar" under the Code Generation tab off the Component Inspector when the JApplet component is selected.
It's true that the "menu bar" property is no longer shown, but I made a test case with building an JApplet with Forte 3.0 added a menu bar and then opened the form with Netbeans 3.3.1 and the form opened correctly. Something else is going on and when I find out what I will resubmit this bug.
Resolved for 3.3.x or earlier, no new info since then -> closing.