If I create an inner enumeration such as
    public enum Algorithm { FLOATING_WINDOW, WINDOW_AT_THRESHOLD }
and a corresponding property
    private Algorithm whichAlgorithm = Algorithm.FLOATING_WINDOW;
    public Algorithm getWhichAlgorithm() {
        return whichAlgorithm;
    }
    public void setWhichAlgorithm(Algorithm whichAlgorithm) {
        this.whichAlgorithm = whichAlgorithm;
    }

Then the properties sheet in Netbeans 5.0 beta 2 shows the property type as
   [Algorithm]
rather than doing something useful, such as automatically providing a 
JComboBox.