James,
In pure
Java you can make a JDialog modal to the application, but you can't make the application modal to all applications ( does that make sense?

) Basically, you can make JDialogs modal
inside your program, but you can't make a Java frame modal to all applications. This is due to Java's platform independant structure, and loose coupling with native code "under-the-hood".
However - - -
There may be some way of interfacing with native OS code to make a JFrame modal to other applications... however, it wouldn't be platform independent then...
-Nate