Firstly, let me just say that in Java SE 6.0, there will be a new splash screen facility which makes this much easier, and loads the screen faster since it takes loading priority over the rest of the application (as a splash screen should). For more information:
I'm assuming you've got JS2E 1.4 or higher, so I'm going to make use of the Image IO API, found in javax.imageio. In particular, to obtain a BufferedImage of a JPEG file, all we need to do is:
That's (1) done; now we need to create a Window and paint the image on its canvas - I'm going to use a JWindow, since you're using a JFrame in your example, and I'm only going to outline what to do - you can fill in the details. So:
I think that should do the trick - I haven't run this example, so if there are any errors, please let me know and I'll be happy to correct myself!
Charles Lyons (SCJP 1.4, April 2003; SCJP 5, Dec 2006; SCWCD 1.4b, April 2004)
Author of OCEJWCD Study Companion for Oracle Exam 1Z0-899 (ISBN 0955160340 / AmazonAmazon UK )