import java.awt.Window;
import java.awt.event.WindowEvent;
import java.awt.event.WindowListener;

import javax.swing.JDialog;
import javax.swing.JFrame;

public class Test extends JDialog implements Runnable{

    public Test(){
        
    }
    @Override
    public void run() {
        // TODO Auto-generated method stub
        this.setTitle("测试");
        this.setVisible(true);
    }    
    
    public static void main(String[] args){
        int i=0;
        while (i<5) {
            Thread thread = new Thread(new Test());
            thread.start();
            i++;
        }
    }
}

import java.awt.Color;
import java.awt.Dimension;
import java.awt.event.ActionEvent;
import java.awt.event.ActionListener;
import java.awt.event.WindowAdapter;
import java.awt.event.WindowEvent;
import javax.swing.JFrame;
import javax.swing.JWindow;
import javax.swing.Timer;

public class JRocks {
    public static void main(final java.lang.String[] args) throws Exception {
        java.awt.EventQueue.invokeLater(new java.lang.Runnable(){
                @Override public void run(){
                    final JFrame frame = new JFrame("JRocks");
                    frame.setDefaultCloseOperation(JFrame.EXIT_ON_CLOSE);
                    frame.setPreferredSize(new Dimension(600,400));
                    frame.pack();
                    frame.setVisible(true);
                    final JWindow window = new JWindow();
                    window.setPreferredSize(new Dimension(300,200));
                    window.setBackground(new Color(128,128,128,1));
                    window.pack();
                    window.setLocation(800,50);
                    final Timer timer = new Timer(5000,new ActionListener(){
                            @Override public void actionPerformed(ActionEvent e){
                                window.setVisible(!window.isShowing());
                            }
                        });
                    frame.addWindowListener(new WindowAdapter(){
                            @Override public void windowOpened(WindowEvent e){
                                timer.start();
                            }
                            @Override public void windowClosing(WindowEvent e){
                                timer.stop();
                                window.dispose();
                            }
                        });
                }
            });
    }
}