import  java.awt.*;

/**
 * @author   Ruslan F. Isbarov
 * @version  1.0 (Feb 22, 2007)
 */
 public   class  MainApp {

     public   static   void  main(String[] args) {
        FloatPanel floatPanel =  new  FloatPanel();

        Rectangle screenRect = GraphicsEnvironment.getLocalGraphicsEnvironment().getMaximumWindowBounds();
         int  screenWidth  = screenRect.width;
         int  screenHeight = screenRect.height;

         int  wndX = (screenWidth  - floatPanel.getWidth())  /  2 ;
         int  wndY = (screenHeight - floatPanel.getHeight()) /  2 ;

        floatPanel.setLocation(wndX, wndY);
        floatPanel.setVisible(true);

         try  {
            Thread.sleep( 10000 );
        }  catch  (InterruptedException e) {
            e.printStackTrace();
        }

        floatPanel.setVisible(false);
    }

}

 import  javax.swing.*;
 import  javax.swing.border.BevelBorder;

 import  java.awt.*;

/**
 * @author   Ruslan F. Isbarov
 * @version  1.0 (Feb 22, 2007)
 */

 public   class  FloatPanel  extends  JWindow {

     public  FloatPanel() {
        setLayout( new  BorderLayout());

        JPanel contentPanel =  new  JPanel();
        contentPanel.setLayout( new  BoxLayout(contentPanel, BoxLayout.Y_AXIS));
        contentPanel.setBorder( new  BevelBorder(BevelBorder.RAISED));

        JProgressBar progressBar =  new  JProgressBar();
        progressBar.setIndeterminate(true);

        contentPanel.add( new  JLabel("Please wait..."));
        contentPanel.add(progressBar);

        add(contentPanel, BorderLayout.CENTER);

        pack();

        // setAlwaysOnTop(true);
    }

}