It is true. I have just re-installed JDK 1.6.0 update 27 and NOTHING! No JavaDb or DB or whatever folder!!! I have also installed JDK v1.7.0 and THERE IS a db folder!!! And, on top of it, I have installed GlassFish v2.1.1 (separately) and THERE IS a javadb folder and guess what: Its content is very similar to that of JDK v1.7.0!!! And ... there is more... I have also installed GlassFish v3.1.1 (bundled with Java Platform Enterprise Edition Developer Kit 7) and there is a javadb folder with a very similar content, too. (No db folder in the jdk7 folder inside, though.)
So, in short, I think is a problem is JDK 1.6.0. It did not create any folder named db as JDK v1.7.0 did. Both GlassFish v2.1.1 and v3.1.1 have a javadb folder. In case the GlassFish server is bundled with Java EE, the included jdk folder does not contain any db folder (I does not make any sense to bundle Java DB twice).
As I use several versions of NetBeans I just registered the version in JDK v1.7.0 and worked with no problem. Nevertheless, the IDE itself in my case only works if the property named netbeans_jdkhome (in etc/netbeans.conf) points to JDK v1.6.0.
George