Responding to Window-Closing Events

By default, when the user closes a frame onscreen, the frame is hidden. Although invisible, the frame still exists and the program can make it visible again. If you want different behavior, then you need to either register a window listener that handles window-closing events, or you need to specify default close behavior using the setDefaultCloseOperation method. You can even do both.
The argument to setDefaultCloseOperation must be one of the following values, the first three of which are defined in the WindowConstants interface (implemented by JFrame, JInternalPane, and JDialog):

DO_NOTHING_ON_CLOSE
Do not do anything when the user requests that the window close. Instead, the program should probably use a window listener that performs some other action in its windowClosing method.
HIDE_ON_CLOSE (the default for JDialog and JFrame)
Hide the window when the user closes it. This removes the window from the screen but leaves it displayable.
DISPOSE_ON_CLOSE (the default for JInternalFrame)
Hide and dispose of the window when the user closes it. This removes the window from the screen and frees up any resources used by it.
EXIT_ON_CLOSE (defined in the JFrame class)
Exit the application, using System.exit(0). This is recommended for applications only. If used within an applet, a SecurityException may be thrown.

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Note: DISPOSE_ON_CLOSE can have results similar to EXIT_ON_CLOSE if only one window is onscreen. More precisely, when the last displayable window within the Java virtual machine (VM) is disposed of, the VM may terminate. See AWT Threading Issues for details.
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The default close operation is executed after any window listeners handle the window-closing event. So, for example, assume that you specify that the default close operation is to dispose of a frame. You also implement a window listener that tests whether the frame is the last one visible and, if so, saves some data and exits the application. Under these conditions, when the user closes a frame, the window listener will be called first. If it does not exit the application, then the default close operation — disposing of the frame — will then be performed.
For more information about handling window-closing events, see How to Write Window Listeners. Besides handling window-closing events, window listeners can also react to other window state changes, such as iconification and activation.