Steps to reproduce:

Create a symlink on MS Windows (NTFS file system):
F:\> mkdir link-target
F:\> mklink /D link f:\link-target
symbolic link created for link <<===>> f:\link-target 

Run this Java code:
public static void main(String[] args) throws IOException {
    File file = new File("f:\\link");
    System.out.println(file);
    System.out.println(file.getCanonicalFile());
    System.out.println(file.getCanonicalFile().getCanonicalFile());
}

The result is:

f:\link
F:\link
F:\link

See also this NetBeans issue: http://netbeans.org/bugzilla/show_bug.cgi?id=222158