Thanks!
At last the class which helped me to locate the dialog box
appropriately is:

import java.awt.Dimension;
import java.awt.Toolkit;
import javax.swing.JDialog;
import javax.swing.JOptionPane;

public class ErrorDialog {
String message;
String title;
int splashImageHeight;
int distanceFromSplashWindow;

public ErrorDialog(String title, String message, int splashHeight, int
distanceBetween) {
super();
distanceFromSplashWindow = distanceBetween;
this.message = message;
splashImageHeight = splashHeight;
this.title = title;

JOptionPane jop = new JOptionPane(message);
JDialog jdg = jop.createDialog(null, title);
Toolkit tk = Toolkit.getDefaultToolkit();
Dimension screenDim = tk.getScreenSize();
int errW = screenDim.width / 2 - jdg.getWidth() / 2;
int errH = screenDim.height / 2 + splashImageHeight / 2+
distanceFromSplashWindow;
jdg.setLocation(errW, errH);
jdg.setVisible(true);
}

}

May be helpful to anybody.
Thanks again for posting for this thread.

Roedy,

The setLocation in JOptionPane (or rather, Component, but inherited by
JOptionPane) is non-static. i.e. If you have an object instance of
JOptionPane, then you can call object.setLocation(...).

When you use the convenience static methods
JOptionPane.showConfirmDialog(...), they do not return you the handle
to the dialog box that is shown. Rather it only returns you the value
representing the user-input.

Sameer, if you have no other frame or dialog to centre the dialog box
against, i would suggest that you create a custom dialog class that
extends the JDialog. You can even make use of parameters and static
convenience methods to make it configurable, and work just like
JOptionPane.showConfirmDialog(...).

Regards,
Edwin