Sorry Mark...
A JWindow is just a JFrame without any decorations... or a JFrame is a JWindow with decorations, depending on how you look at it...
In any case, you can't place top-level components(which JFrame and JWindow are) inside other components like that...
You may want to look into JDesktopPane and JInternalFrame to make an MDI (Multiple Document Interface) kind of like MS
Word. Your JDesktopPane will be contained inside a top level component, like a JWindow or JFrame, and the JDesktopPane can contain multiple JInternalFrames. (Which can look just like JFrames... only they are not top-level components...)
You could also use JTabbedPane if the user only needs to see one screen at a time... or yout could nest JSplitPanes containing the screens if you want the user to see all the screens at the same time...
There are lots of different ways to do this...