Source JavaQ yang laen....

//MyWindow.java
import java.awt.*;
import java.awt.event.*;

public class MyWindow {
public static void main (String args[]){
Frame f= new Frame ("Kurnia Maulani...");

//Memasukkan event pada window
f.addWindowListener (new WindowAdapter (){

//Menangkap event close
public void windowClosing (WindowEvent e){

//Menutup window
System.exit(0);
}
});
f.setSize (320,160);
f.show();
}
}

hasilnya: