By default the close button of the frame is not in working 
state.The close button of the frame has to be set for the 
desired operation (i.e. closing the frame).
Set the close button functionality to close the frame or 
window. This is done using the addWindowListener() method 
of the Frame class which passes the new instance of the 
WindowAdapter class that uses the windowClosing() method 
for receiving the WindowEvent and close the frame or window.
frame.addWindowListener(new WindowAdapter(){
      public void windowClosing(WindowEvent we){
        System.exit(0);
      }
    });

if u implement this process that problem will be solved

addWindowListener(new WindowAdapter()
	{
	public void windowCloseing(WindowEvent ee)
	{
	System.exit(0);
	}});

U have answer in u Question Form is component.we need to 
implement add actionLisioner method and we need to override
public void windowCloseing(WindowEvent ee)
	{
	System.exit(0);
	}});
Because windows action

use, Static method of JFrame called setDefaultCloseoperation
()and pass the arguments as ONE of follows :
        Arguments               Description

 1.JFrame.EXIT_ON_CLOSE  Exits the application.             
 2. JFrame_HIDE_ON_CLOSE  closes the clicked frame   
                     window,not the application.            
For example,
   class Frame1 extends JFrame{
      public Frame1(){
           super(" FrameTest ");
           setSize(400,340);
           setDefaultCloseOperation(JFrame.EXIT_ON_CLOSE);
           setVisible(true);
            }
           }