Hi Jonathan,
Other question, should I include a menu bar (File -> Exit) and maybe a help popup window, or can I just include the help as an html file for example.
The menu bar (and toolbar) are fairly standard options in most applications these days, so in my opinion they should be included.
As for the help file - all you must to do according to the instructions is to have it available - you are not even required to use HTML for it. However if you do create it as a HTML file, it is very easy to display it in a JEditorPane complete with hyperlink support.
Regards, Andrew