This week's book giveaway is in the Mac OS forum. We're giving away four copies of a choice of "Take Control of Upgrading to Yosemite" or "Take Control of Automating Your Mac" and have Joe Kissell on-line! See this thread for details.
It's been a while since I've done JTree stuff, but as I remember it, you use the setUserObject method, passing in an object which will set the caption by caling the toString method on the object. In most cases, I would imagine you would pass a string to setUserObject, or at least an object whose toString method is overridden to provide a useful caption to the tree nodes.