I downloaded Netbeans 7.1 with all bundle from http://netbeans.org/downloads and installed it successfully on Windows 7.
But I can\'t find Java Desktop Application
Look here: http://netbeans.org/bugzilla/show_bug.cgi?id=204661
Support for [B]SAF (JSR 296, basically the framework that was behind your "Java Desktop Application" project template) has been abruptly dropped (for no valid reason, let me add).
However, as Bill says in his answer, it is not necessary to use the SAF in order to visually design a form. NetBeans swing-designer (known as Matisse) can be used to design any JFrame, JDialog, JPanel, etc.
You just have to
Right click -> New
-> JFrame Form...
and you're ready to drag-and-drop!
(The features you'll be missing are the extra bells and whistles that such framework provided, like SAF Actions, windowing persistence, simplified management for long running Tasks and related visual feedback [now you have to get your hands dirty with the SwingWorker class], etc)
its better to use NetBeans 7.0 for full support of swing components. many tutorials and guides feature the "Java Desktop Application" (like the ones for JXMapKit : http://today.java.net/pub/a/today/2007/10/30/building-maps-into-swing-app-with-jxmapviewer.html )
Java Desktop refers to an effort to create a standard or library (libraries) that never really produced anything of significance. I think its likely that they finally removed it from Netbeans.
Its easier to just create a new Java Application project, don't bother with a main, then create a new JFrame Form. That class will have a main for you to use, and you can also design the frame in the form. You can also create JPanel Form classes. Note: you can do this in just about any project in netbeans, there is nothing special about the projects for them.
You can find something helpful to create CRUD desktop application in Java.
You can find it here.