I used to have problems at first with netbeans.
Now I stick to this formula and it works every time...
First go to Tools>Libraries and create a new Library called xith3d (or whatever you want to call it)
then add all the jar files from the third party folder, see pic below.

Then create another library called xith.natives and add the four foolders shown below...

(the above two libraries come ready made with xithtk but they are not global and I don't know how to make them so, so I remake them)
then add these two librarys to any project you wish to use xith3d in.. Project Properties>>Libraries>>Add Library
finally while still in project properties click on run menu to the left
(This is the bit you are missing to give you the above error, change memory bits to what you need)
add the following line to VM Options
-Djava.library.path="${libs.xith3d.natives.classpath}" -Xms512m -Xmx1024m -Djava.security.policy=applet.policy

hope that helps you... and anyone else

Edit: welcome to Xith3d, if you have any further questions just ask, i'm always here a few times a week but rarely announce my presence
