I am using JWindow to display my splash screen during the application start up. however it will not appear in front of all windows as it should, and it will not disappear as well.
import java.awt.BorderLayout;
import java.awt.Color;
import java.awt.Dimension;
import java.awt.Font;
import java.awt.Toolkit;
import javax.swing.BorderFactory;
import javax.swing.ImageIcon;
import javax.swing.JLabel;
import javax.swing.JPanel;
import javax.swing.JWindow;
public class MySplash {
    public static MySplash INSTANCE;
    private static JWindow jw;
    public MySplash(){
        createSplash();
    }
    private void createSplash() {
        jw = new JWindow();
        JPanel content = (JPanel) jw.getContentPane();
        content.setBackground(Color.white);
        // Set the window's bounds, centering the window
        int width = 328;
        int height = 131;
        Dimension screen = Toolkit.getDefaultToolkit().getScreenSize();
        int x = (screen.width - width) / 2;
        int y = (screen.height - height) / 2;
        jw.setBounds(x, y, width, height);
        // Build the splash screen
        JLabel label = new JLabel(new ImageIcon("splash.jpg"));
        JLabel copyrt = new JLabel("SplashScreen Test",
            JLabel.CENTER);
        copyrt.setFont(new Font("Sans-Serif", Font.BOLD, 12));
        content.add(label, BorderLayout.CENTER);
        content.add(copyrt, BorderLayout.SOUTH);
        Color oraRed = new Color(156, 20, 20, 255);
        content.setBorder(BorderFactory.createLineBorder(oraRed, 0));
    }
    public synchronized static MySplash getInstance(){
        if(INSTANCE==null){
            INSTANCE = new MySplash();
        }
        return INSTANCE;
    }
    public void showSplash(){
        jw.setAlwaysOnTop(true);
        jw.toFront();
        jw.setVisible(true);
        return;
    }
    public void hideSplash(){
        jw.setAlwaysOnTop(false);
        jw.toBack();
        jw.setVisible(false);
        return;
    }
}
So in my main class which extends JFrame, I call my splash screen by
    SwingUtilities.invokeLater(new Runnable(){
        @Override
        public void run() {
            MySplash.getInstance().showSplash();
        }
    });
However, the JWindow appears behind the all open instances of windows on my computer. Hiding the JWindow also doesn't work.
    SwingUtilities.invokeLater(new Runnable(){
        @Override
        public void run() {
            MySplash.getInstance().hideSplash();
        }
    });