Hi frank,
You want to display the 3 line message using 1 JLabel or 3 JLabels be clear???
If you want to use only one JLabel to display 3 lines it is not possible. JLable setText method supports only one line text.
Next if you want to use 3 JLabels to display 3 lines of text. It is definitely possible. Use 3 instances of JLabel and insert your required text. But you need to specify the x,y co-ordinates and specify the locations.specify x co-ordinates as same and change your y co-ords.
Use a GUI editor and place JLabel one below the other. This will help you to place the labels where ever you want and however you want to display...try JPadPro, or JBuilder,or Visual Cafe, or Visual Age...all these editors are very good to have the feel of GUI.
Good luck in the exploration of java..
lakshmi