This week's book giveaway is in the OO, Patterns, UML and Refactoring forum. We're giving away four copies of Refactoring for Software Design Smells: Managing Technical Debt and have Girish Suryanarayana, Ganesh Samarthyam & Tushar Sharma on-line! See this thread for details.
I guess you can add a FocusListener to the text field. When the focusLost() event is fired you get the source which will be the text field and then get the parent which should be the popup menu which you can then hide manually.