Peter Christensen schrieb:

Sure, they're all instances of JFrame.

It's not unusual. Firefox, Open-Office and AFAIK MS-Word are examples of
applications that exit when you close the last open window.

And yes, it shouldn't be a big problem to implement this.

import java.awt.event.*;
import javax.swing.*;

public class Test {
    private ActionListener listener = new ActionListener() {
        public void actionPerformed( ActionEvent e ) {
            createAndShowGUI();
        }
    };

    private JMenuBar createMenuBar() {
        JMenuBar menuBar = new JMenuBar();
        JMenu menu = new JMenu("File");
        JMenu newMenu = new JMenu("New");

        JMenuItem item = new JMenuItem("Window");
        item.addActionListener(listener);
        newMenu.add(item);

        menu.add(newMenu);
        menuBar.add(menu);

        return menuBar;
    }

    public void createAndShowGUI() {
        JFrame frame = new JFrame("Test");
        frame.setDefaultCloseOperation( JFrame.DISPOSE_ON_CLOSE );
        frame.setJMenuBar( createMenuBar() );
        frame.setSize(400,400);
        frame.setVisible(true);
    }

    public static final void main( String args[] ) {
        SwingUtilities.invokeLater( new Runnable() {
            public void run() {
                new Test().createAndShowGUI();
            }
        });
    }
}

Bye
Michael