service.schedule(runnable, 2, TimeUnit.SECONDS); // ScheduledExecutorService

// главный поток выполнения сюда не приходит
if(!service.isShutdown()){
        service.shutdown();
}

JOptionPane optionPane = new JOptionPane("", JOptionPane.WARNING_MESSAGE);
JDialog dialog = optionPane.createDialog("Warning!");
dialog.setAlwaysOnTop(true);
dialog.setVisible(true);

public static void main(String[] args) throws IOException {
    	
    	SwingUtilities.invokeLater(new Runnable() {
		    public void run() {
		        createAndShowGUI();
		    }
		});
 
}
    
public static void createAndShowGUI(){
    	JOptionPane optionPane = new JOptionPane("", JOptionPane.WARNING_MESSAGE);
    	JDialog dialog = optionPane.createDialog("Warning!");
    	dialog.setDefaultCloseOperation(JDialog.DO_NOTHING_ON_CLOSE);
    	dialog.setAlwaysOnTop(true); // to show top of all other application
    	dialog.setVisible(true); // to visible the dialog
}