The way the IDE is set up, you do not execute a servlet. You execute the web module instead.
You might want to try the HelloWeb and CD ShopCart tutorials to better understand how to build a web application. You can find them at http://developers.sun.com/prodtech/javatools/reference/codesamples/index.html
Also helpful are
http://docs.sun.com/source/816-4337/04_programming_web.html
http://docs.sun.com/source/816-4337/05_debugging_web.html