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.
Usually one uses a JTree to display any directory structure or more specifically a parent/child hierarchy. So the short answer would be, you cannot.
However if you can provide us some more details on what you are trying to achieve, we can help point you in the right direction.