How to eliminate the "Java Applet Window" Text from JDialog?
By default, the applet security manager adds this message to any windows so the user will know it came from an applet. If they didn't do this, a nasty programmer could create a window that looks like a control on your browser or operating system to try and trick you into interacting with it.
If you sign your applet, the end user will be given the chance to say "ok, I trust this applet" and the warning will not appear. See other FAQs here at jGuru.com for information relating to signing applets.