Closing top-level windows normally fades them out when running on Windows Vista with Aero theme enabled. This works well with native applications, as well as with Java applications when using Java 1.6 update releases prior to 6u10.

However, since some build of 6u10 the frame behaves differently: when closing the frame its contents disappears at once, but the frame decorations are fading out normally.

The issue is reported here: http://forums.java.net/jive/thread.jspa?messageID=289802