You need to install a set of compilers like it tells you to. There are two options – Cygwin and MSYS/MinGW. They both provide Linux-like environments for Windows, and have g++ and the other utilities NetBeans requires.
You can get Cygwin from http://cygwin.com/install.html
and MinGW from http://sourceforge.net/projects/mingw/fi…
. Cygwin would probably be easiest to install, so try that one first and if it fails uninstall it and try MinGW. The NetBeans page contains instructions, not the actual installers (although it does have links to the Cygwin and MinGW sites).