1. Run Jsapi.exe, say yes, to unpack jsapi.jar
2. Find your JRE directory, mine was C:\Program Files\Java\jdk1.6.0_03\jre\lib\ext
3. Copy all the Jars to that directory
4. Check in netbeans your projects properties ie right click on project->properties->libraries->manage platforms and the jars should be listed there. If they are not, restart and hopefully they should now be there.
5. Copy speech.properties to relevant folder, the example Helloworld will complain telling you which directory. Or you can set the property using: