Just doing (2) will not make sure that I killed the dialog and the timer.
i.e. ht timer keeps on running and I could re-show the dialog ....

Here the code:

public class JProgressDialog extends JDialog implements ActionListener
{
   private JLabel label;
   private int counter;
   private JProgressBar pgb;
   private Timer  t;
   public JProgressDialog (Frame owner)
   {
       super(owner, true);
       setDefaultCloseOperation(JDialog.DISPOSE_ON_CLOSE);
       getContentPane().setLayout(new
BoxLayout(getContentPane(),BoxLayout.Y_AXIS));
       pgb = new JProgressBar();
       label = new JLabel();
       getContentPane().add(new JButton("cancel"));
       getContentPane().add(label);
       getContentPane().add(pgb);
       t = new Timer(50,this);
       t.start();
   }

   public void actionPerformed(ActionEvent e)
   {
       System.out.println(counter++);
       if (counter < 100)
       {
            counter++;
           label.setText(new Integer(counter).toString());
            pgb.setValue(counter);
       }
       else
       {
           setVisible(false);
           //dispose();
           //t.stop();
       }
   }
}