How do I include JAR libraries in a NetBeans Project?

I am fairly new to Java, but have done some basic development.

I am working on creating a Java based application that will read the MtGox bitcoin exchange, and take the stream and put it into a MySQL database (Something I would normally do with PHP, excpet PHP is not the best tool for dealing with persistent connections like reading a web socket).

This library (http://xeiam.com/xchange.jsp) appears to have everything I need. And, I would like to get the example #5 working (see: http://xeiam.com/xchange_examplecode.jsp).

Here's the first issue: when I try to add the library to NetBeans, code completion does not work, and so I am assuming that it wasn't really added.

Question:

1. What is the proper file system layout for adding a set of jar files (like the ones from this download) into a Java project?

2. How do I create a project, and then add references to these jar files so code completion works?