How about tossing a counter variable, initialized to 0 beforehand, in your while(ResultSet.next()) loop so it will increment each time the while loop is executed.
This way, once you have exited the loop, you can
test that variable to see if it has changed. If so, then you continue because results were returned from the DB. If the variable is still 0, then you exit out and display your suggested text because there were no results which matched your SQL statement.
If that is not the option you were looking for, you could always run two queries. The first being to select the count of the records which would be returned, the next to run the query again returning the actual rows retrieved instead of their count.