Here is a sample GUI Application. It is basically a single button in a single frame. When you click on the button, the action listener returns a click event, notifying you that the button has been pressed:
I have attached a screenshot of how it is suppose to look when you run it. Make sure to compile the java file first and create the .class before running it.
I use JDK 1.4.2 and JCreator LE Freeware to run the project. You can download and install JCreator here if you are interested (I highly recommend it. Makes life a lot easier):
http://www.jcreator.com/download.htm
Best of Luck,
Pete