Instead of copying and pasting the source code from one window to another, try copying the _file_ to the projects src/ directory (I'm guessing your not using packages.)
Try running through some of the tutorials on how to use netbeans.
I started using Netbeans almost 4 years ago when I entered college and can honestly say it's the reason I know the language as well as I do. My favorite feature is code completion so I don't have to read through 200 pages of javadoc to find what I'm looking for.
Why don't your class mates like Java? Only they can answer that, but I'm guessing it's because many of them are having bad experiences in your class and therefore take that out on the language they are learning. One of my favorite strengths of the language is being able to write on my laptop, then transfer that to the Linux desktops on campus and never have to worry about making system specific changes to compile it.