There is a great writeup on how to properly use RVM inside netbeans by Alan Skorkin If you use netbeans you should really read Alan's writeup.
Additionally, thanks to our friendly mr-interweb on IRC a hint on gems with netbeans
13:46 mr-interweb: Netbeans was detecting the wrong gem root
13:48 mr-interweb: Just a FYI in case other people have problems with Netbeans, Netbeans does not allow you to type in a path. You must browse to the path, but it will not show you hidden folders. So, you must create symbolic links like "ln -s ~/.gem ~/gem"