This week's book giveaway is in the OCPJP forum. We're giving away four copies of OCA/OCP Java SE 7 Programmer I & II Study Guide and have Kathy Sierra & Bert Bates on-line! See this thread for details.
Check out Frame.setExtendedState. If you want true full-screen you can use GraphicsDevice.setFullScreenWindow. Assuming you want to use your main (or only) screen:
Pass null to that last call to turn off full-screen mode.