There has been numerous softwareprojects binding OpenGL to Java. The author has experience with two of them: Magician and Gl4java  . Both are discontinued, and since 2007 JOGL  seems to be the natural choice for simple development in Java.
Which strategy you choose is up to you. My choice is to use NetBeans, also for OpenGL-development.
You may go to the JOGL homesite  , download the needed libraryfiles and include them in your working environment.
If you use NetBeans 6.5+  , a set of plugins for OpenGL-development based on JOGL is available. Select plugins and search for: "NetBeans OpenGL Pack".
If you go for the NetBeans solution you simply.
- download the zipped plugin
- unzip it, and find a series of nbm - files
- start NB and select Tools/Plugins
- select tab: Downloaded and locate your unpacked files
Once installed you have a lot of support for your OpenGL development:
- 3 template projects, File / New Project, select Java
- a series of examples, File / New project, select Samples / Java/OpenGl
- access to description of the OpenGL implementation, select Tools / OpenGL Capabilities
- editors for GLSL (Shading Language), File / New File, select OpenGL
The first thing you may want to do is to select File / New Project, and select "JOGL Application (Form Designer,GL Canvas)".
Run it and you should get something like this: