A DESCRIPTION OF THE REQUEST :
A JOptionPane or JDialog frame should be given the option of being on top of every other frame (even those not of the program), such as the similar "AlwaysOnTop" function of the JFrame class.

JUSTIFICATION :
This would provide the programmer with the option to show the user a "warning" or information that might otherwise get hidden behind another program during normal operation. The user of the program could neglect to see this notice until focus of said program is regained.