public class NewJFrame extends javax.swing.JFrame {

    /**
     * Auto-generated main method to display this JFrame
     */
    public static void main(String[] args) {
        SwingUtilities.invokeLater(new Runnable() {
            public void run() {
                final NewJFrame inst = new NewJFrame();
                inst.setLocationRelativeTo(null);
                inst.setVisible(true);
                inst.setTitle("主窗口");
                inst.addWindowListener(new WindowAdapter() {
                    public void windowClosing(WindowEvent e) {
                        if (e.equals(inst))
                        System.exit(0);
                    }
                });
                NewJFrame inst2 = new NewJFrame();
                inst2.setLocationRelativeTo(null);
                inst2.setVisible(true);
                inst.setTitle("子窗口");
            }
        });
    }

    public NewJFrame() {
        super();
        initGUI();
    }

    private void initGUI() {
        try {
            setDefaultCloseOperation(WindowConstants.DISPOSE_ON_CLOSE);
            pack();
            setSize(400, 300);
        } catch (Exception e) {
            e.printStackTrace();
        }
    }

}

------解决方案--------------------
自己看看
JFrame的
EXIT_ON_CLOSE
DISPOSE_ON_CLOSE
HIDE_ON_CLOSE
这三个有什么差别，试验一下。