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.
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.