I agree with Stuart.
I did something like winamp for my first app while I am studying for the
SCJP , which I am still working and fine tuning.
What I had was a JFrame (to appear in the taskbar), and as many JDialogs as needed. Only the JFrame will appear on the taskbar when minimize or maximize.
I had my JDialogs associate with my JFrame (basically setting the the JFrame to be the parent of the JDialogs, and when I minimize the JFrame all the JDialogs also minimize and vice versa.
I am not sure if that is what u wanted, but it works good for me. I can have like 10 dialog up and a JFrame and can move them anywhere I want.
The only problem I see with this is that all the JDialog will be on top of the JFrame, even if the JFrame has focus.
This is where I got my information on making JDialog and just extend it to what you need.
<a href="http://www.cs.cf.ac.uk/Dave/HCI/HCI_Handout_CALLER/node92.html#SECTION00094100000000000000<a href="http://www.cs.cf.ac.uk/Dave/HCI/HCI_Handout_CALLER/node92.html#SECTION00094100000000000000" target="_blank" rel="nofollow">A" target="_blank">
http://www.cs.cf.ac.uk/Dave/HCI/HCI_Handout_CALLER/node92.html#SECTION00094100000000000000[URL=http://www.cs.cf.ac.uk/Dave/HCI/HCI_Handout_CALLER/node92.html#SECTION00094100000000000000]A simple Dialog