FYI - the buttons created from that how to that was linked will look like poo. My advice to creating round buttons is just use images. Create 3 images for each button (unpressed, pressed, and disabled) setting each for each state of the JButton. Remove the JButton's default border and you got yourself a whatever shape you want button.
Yes, this takes a bit of creative know how in an image editor, but I still think it's easier than doing it with a custom paint() method.
Michael, I'll have to give that a shot and see what it looks like. I've tried in the past to make the buttons look better by drawing them myself but I am not very good with the graphics API. Which is why I think using images is easier.
I wonder if there is any performance difference in rendering it with graphics or using pre-made images. Anyone have any stats on that?