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Online help contains wrong link to 'well formed XML'. It is in category "Enterprise Application|Developing Web Applications|Creating and Editing Web Applications|JSP|About JavaServer Pages Technology". In the source tree it is in: j2ee/platform/javahelp/org/netbeans/modules/j2ee/platform/docs/web/concepts/jsp.html and wrong link is to "../../xml/xml_check.html".
Looks like this bug is no longer relevant. NetBeans 6.5 online help has changed drastically
Verified.