This week's book giveaway is in the OCMJEA forum. We're giving away four copies of OCM Java EE 6 Enterprise Architect Exam Guide and have Paul Allen & Joseph Bambara on-line! See this thread for details.
That ensures that any unhandled "Enter" presses will filter up to the RootPane, which will dispatch them as ActionEvents to the given default button. Note how when you press Enter, the button flashes. So the JTextField isn't handling the Enter presses at all!
Maybe they wrote it one way, changed it, and didn't update the description!