I have added a trayicon to the taskbar & a popup menu to it. Once popup menu is visible, i press escape key & press ALT + Tab , I can see an extra Java cup icon. If you select any menuitem, & pressing ALT + Tab the extra java cup is not seen.

Step to reproduce:
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1) Run the attached program. copy the image file to the same location.
2) You can see a Trayicon added to the taskbar.
3) Click on the "Toggle Popup" button.
4) Right on the TrayIcon , Popup Menu is visible.
5) Press "Escape" key.
6) Press ALT + Tab . Observe An extra Java cup icon is visible. If you see the same , then the bug is reproduced.

I tested this in Mustang from b40 to jkd 7.0 b05. I can see only extra java cup icon with the any name for the extra icon. but jdk7.0 b07 i can see the extra java cup having a name called "PopMessageWindow".