are you trying to trace  it in debug mode? then add a breakpoint and then start the application in debug mode

otherwise just add trace lines wherever you want. to either output the trace or log them (i.e. use log4j)

is it a Java SE or Java EE ???????????????????????

what does it make difference? actually i work on j2me,but i am looking for an option which trace  my codes line  by line and the IDE that i work is netbeans  5.5 and 5.0

Debugging j2se applications can be easily done using trace  buttons. as Sasan has described.
If you are developing a Java EE or Java ME, then you application is running on a Application (or Web) Server or on a Java ME emulator.
so IDE is not running it, and can not simply debug the application while running.
because the container (Java EE Server, Java ME emulator) should be able to debug the application and netbeans  need to know  how to connected to that container and provide debugging.
Netbeans with mobility pack provides both capabilities and connectivity.

the way that I trace  my j2me app is to plug the phone to my usb port and enable my debugger. this is a functionality given to me by my phone vendor (Motorola) , this is not netbeans  debugger, it is Motorola phone tool debugger.

I imagine you might have the same

If you interested in J2ME debugging, I suggest
Intellij IDEA from jetbrains. You would love it. It
has pre-configured run&debug templates for J2ME
applications.

Netbeans is a powerful IDE in the other hand but I had
not any experience. Additionally, eclipse is a very
good IDE and I am going to use it, but I do not know
if it is fully compatible with J2ME or not.

Open source software is full of bugs. Calm down and
Take care . . .

using breakpoint and run program  in debugging mode