When used in an Applet/JApplet, does a Frame/JFrame show up inside the web page or as a new window?

If you add components to an Applet or JApplet, they will appear in the web page's assigned spot for the applet.

If you create a new Frame, Window, or Dialog (or their Swing equivalents), they will always appear as a separate window (complete with a small Warning tag to indicate they were created by an applet -- see the certificate FAQ, http://www.jguru.com/jguru/faq/view.jsp?EID=11475).

If you would like to have Frames appear in the web page itself, you could add a JDesktopPane to a JApplet, and add JInternalFrames to it. This of course requires Swing, and the best way to ensure this is to use the Java Plug-in from Sun (http://java.sun.com/products/plugin/).