You will need to use some layout manager other than FlowLayout, which will always try to put components next to each other unless they simply won't fit on a line. The simplest alternative is probably BorderLayout. Add the OK button to the North region, and add the label to the Center region. If that's not what you want, you may also want to look at BoxLayout or GridBagLayout, which are more powerful and more complicated (especially GridBagLayout - it can do mast anything you want, but it's hardest to learn.) Spend some time learning about each layout - they each have their own special tricks.
"I'm not back." - Bill Harding, Twister
I think I'll just lie down here for a second. And ponder this tiny ad:
Building a Better World in your Backyard by Paul Wheaton and Shawn Klassen-Koop