I downloaded Netbeans 7.1 with all bundle from http://netbeans.org/downloads and installed it successfully on Windows 7.
But I can\'t find Java Desktop Application
Java Desktop refers to an effort to create a standard or library (libraries) that never really produced anything of significance. I think its likely that they finally removed it from Netbeans.
Its easier to just create a new Java Application project, don't bother with a main, then create a new JFrame Form. That class will have a main for you to use, and you can also design the frame in the form. You can also create JPanel Form classes. Note: you can do this in just about any project in netbeans, there is nothing special about the projects for them.