I was a little surprised to find that the JDK javadocs were not included in the latest release of netbeans.
Courtesy of Wei I found how to link them in.
I've made a few amendments to bring his guidance up to date.
Download JDK documentation from http://www.oracle.com/technetwork/java/javase/downloads/index.html. Click 'download zip' in the Java SE 6 Documentation section.
Unzip the zip file to the JDK directory (actually any directory will do - but why not keep your drive clean, eh)
Then in NetBeans IDE
1. Choose Tools > Java Platforms from the main title bar.
2. Select the platform to which you want to add Javadoc in the left panel of the dialog box. Mine was just JDK 1.6 (Default).
3. In the Javadoc tab, click Add ZIP/Folder and specify the location of the Javadoc files.
4. Click Close.
5. I now see JDK docs in my code completion and in the javadoc output pane (window->other->javadoc)