I'm sure that you can use the GridBagLayout. I think that the statement about Swing components says for example that you have to use lightweight components of Swing and not the heavyweight from AWT. This means, for example use javax.swing.JDialog and not java.awt.Dialog.
Oracle Certified Master Java SE6 Developer(SCJD),
OCE JEE 6 JSP and Servlets Developer,
Java EE6 Java Server Faces Developer.