1) Dialog window should disappear when click on "X"
2) Dialog window should minimize when click on "-"
3) Dialog window should maximize when click on "="
4) Dialog window should disappear when click on "Cancel"
Those aren't detailed answers I know, but they point you in the right direction. You should give it your best try, and if you get stuck somewhere, we'll be here to answer any more specific questions you might have.
If you have a chance, please see ShowSomeEffort (⇐Click) from the JavaRanch FAQ.
Really? I remember having to implement a WindowListener to close a JFrame, but the exact recommended procedure kept changing, and then I stopped working with Swing. However, Mike is using and old-old-school AWT Frame. I really can't remember how those worked at all.