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.
If you want to pop up a window which asks the user to enter some information, then a JDialog is the answer. However if you want this window to be more permanent than that, and if you want it to stick around while the user does things with your main JFrame, then a JFrame is the answer. Or maybe something else: here's the tutorial about Using Top-Level Containers.