How can I customize the default project directory for my application, replacing "NetBeansProjects"?

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You configure such things either in the launcher (netbeans.conf for the NB IDE, some other *.conf for a custom app), or at runtime in a ModuleInstall.

File userDir = new File(System.getProperty("user.home"));
File myProjectsDir = new File(userDir, "My Projects");
if (!myProjectsDir.exists()) {
    myProjectsDir.mkdirs();
}
System.setProperty("netbeans.projects.dir", myProjectsDir.getAbsolutePath());

Source:

http://osdir.com/ml/java.netbeans.modules.openide.devel/2007-12/msg00195.html