If you don't want to use 1.4 you can do this:
public FullScreenWindow extends JWindow {
FullScreenWindow() {
setSize(Toolkit.getDefaultToolkit().getScreenSize());
setLocation(0,0);
show();
}
}
This isn't actually fullscreenmode. 1.4 includes access to features contained in a graphicsdevice, allowing page-flipping and other nice stuff. This is a fake fullscreenwindow.
I'll just guess you're on a mac like me, because of the jdk version number. Apple has in their api a method to hide the menubar. There's also probably one for the control strip if need be. Then you just position a window to cover the entire screen I would assume, and try that. You'd have to search apple's website though, I don't know the methods and such.