have another look at the api docs, there is another component that can be
the window's parent (this one doesn't create a taskbar icon)
I only find constructors with Frame, Window and GraphicsConfiguration. For GraphicsConfiguration it says "This window will not be focusable." and Window needs another Window or Frame in its constructor.
In the past I found JWindow a bit of a headache to work with. If you want an undecorated window to work with (one with no title bar or border) why not try using a JFrame or JDialog with its.setUndecorated(true)?
Thanks. An undecorated JDialog is perfect.