I would recommend Sun's
Java Tutorial, specifically the "Creating a GUI with JFC/Swing" trail.
And with regards to using a "layout manager inside of another layout manager" it's really quite simple. You would do it by simply setting the layout of a panel to the second layout you want and then adding it to the original layout. The easiest way to think about it is to split your interface into sections, using a panel for each section with whatever layout is needed. Then use another layout to bring each panel into the final UI design.
Jeff