Sounds like something for the Swing forum, so I shall move you there. Thank you for telling us you are on another site as well; let's see if JavaRanch can't give you an answer sooner.
You don't open two Frames inside each other; you add a Component to the "parent" frame, which I think is called a JDesktopPane, then you open JInternalFrames or similar inside it. There is something in the Java Tutorials about that: here.
It is quite easy to open a second Frame from a button or a menu item by adding an ActionListener to it, but I am not convinced that is what you want.
Good luck, and you are now off to the Swing forum.