Have you tried using this Oracle tutorial online? It's fairly current (September 2012). There's also an even newer one just posted here.
If you install the Java ME SDK that way, you should have the proper Java Platforms there already. It's hard to read your screen capture, but it doesn't look like the proper Java Platforms are there. I would try again, following the steps in the link I provided.
I just tried it, with NetBeans 7.2.1, and the Java ME SDK 3.2. The version of NetBeans I used was from this download page and was the Java EE version.
One easy thing to miss in the steps below is that on this download page, you need to download both the Java ME SDK and the Java ME SDK Plugin for Netbeans. Not just the plugin. This applies for the installation instructions in either of the two links I posted above. Install the SDK, and not just the plugin.
In case that link later changes/dies, here are the important steps:
How to integrate Java ME SDK 3.2 with NetBeans
By SungmoonCho on Sep 25, 2012
Many people like to use Java ME SDK with IDEs. We provided instructions on how to integrate the SDK with NetBeans through the download page, and also through the release note, however, let me explain it here once again with some screen shots.
Download Java ME SDK and NetBeans plugin from here.
Install Java ME SDK first. You will have the emulator and the runtime on your machine. Also please unarchive the NetBeans plugin somewhere.
Launch NetBeans.
Go to "Tools" - "Plugins".
Check out the "Installed" tab. Check "Show details". If you see the previous version of Java ME SDK Tools installed already. Check those to uninstall them.
Go to "Settings" tab.
Click "Add", and provide the location of NetBeans plugin. In my case, it is "file:/C:/Users/sungcho/Downloads/nb-me-sdk-plugins-uc/updates.xml". Don't forget to add "updates.xml" at the end.
Click "Okay"
Click "Available Plugins" tab.
If you scroll down, you will see three Java ME SDK Tools. Check "Java ME SDK Tools" plugin. Also check others as you desire.
Follow the instruction and install them.
Restart NetBeans
That is it. Done. Now you will see Oracle Java ME SDK 3.2 in your Java Platform list.