This week's book giveaway is in the OCAJP 8 forum. We're giving away four copies of OCA Java SE 8 Programmer I Study Guide and have Edward Finegan & Robert Liguori on-line! See this thread for details.
You can't add one Frame inside another... Swing adds the ability to do this by using JDesktopPane/JInternalFrames (link to tutorial here) but there is no way to do this in AWT. Not without doing it all yourself by faking the internal frames with custom Panels, etc. and doing a lot of work yourself.
Write once, run anywhere, because there's nowhere to hide! - /. A.C.