The intention of the NetBeans BlueJ Plugin is to make it easy for BlueJ users to make the transition to the rich feature-set of NetBeans. But this transition will not be instantaneous -- there will be times when you want to import BlueJ projects into NetBeans (as we have described), and there will be times when you want to create BlueJ projects within NetBeans so that you can use them in both BlueJ and NetBeans.
You can create project in NetBeans which you can then use in BlueJ (or NetBeans and BlueJ simultaneously) by selecting the "BlueJ" project category in the NetBeans "New Project" wizard dialog.
In the NetBeans Projects view tab, as well as the tab marked "BlueJ View", there is another tab which gives the standard, more detailed view of the project, including (via the Navigator pane) all the fields and methods of each class. The Navigator pane can be used to move around a BlueJ project, and compile classes etc., in the same way as a NetBeans "native" project.
BlueJ projects are significantly different to standard NetBeans projects in the way that they deal with libraries, and organise their source code and class files. For simple projects, this is not a significant problem, but as your project matures (and especially if you want to take advantage of NetBeans support for (e.g.) packaging and deployment), you will want to fully convert your BlueJ project into the NetBeans format.
To do this, select the standard NetBeans view of your BlueJ project, right-click on the title of the project you wish to convert, and select "Convert to J2SE Project". A short, fat, wizard will prompt you for the name of a folder in which to create a copy of your BlueJ project in the standard NetBeans form. Note that your original BlueJ project is not modified by this action.