One way would be to override the processKeyEvent method of your components. That way you can intercept an typed in characters and check to see if the user typed in a valid character. If the character is invalid, disallow the character and notify the user by any means neccessary. If the character is valid, allow the character by simply calling the super class' processKeyEventMethod.
To ensure the processKeyEvent method is called you may have to explicitly state your components want to process these events. To do this call enableEvents(java.awt.AWTEvent.KEY_EVENT_MASK) on your components.
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Brent Worden
http://www.Brent.Worden.org/