method java.awt.Window.setOpacity(float opacity)

declares:
 * @throws IllegalComponentStateException if the window is in full screen
 * mode, and the opacity is less than 1.0f

This is not true if using two-monitor configuration on WindowsXP(SP3).
Please see the following code sample with extended console output:
-------------------------------------------
import javax.swing.*;
import java.util.Arrays;
import java.awt.*;
import static java.lang.System.out;

public class Temp {

    public static void main(String[] args) throws Exception {
        SwingUtilities.invokeLater(new Runnable() {
            @Override
            public void run() {
                GraphicsEnvironment ge = GraphicsEnvironment.getLocalGraphicsEnvironment();
                GraphicsDevice[] devices = ge.getScreenDevices();
                out.println("Arrays.toString(devices) = " + Arrays.toString(devices));

                Frame window = new Frame();
                window.setBackground(Color.RED);
                GraphicsDevice device = devices[0];
                out.println("using device " + device);
                device.setFullScreenWindow(window);
                out.println("device.getFullScreenWindow() = " + device.getFullScreenWindow());
                try {
                    window.setOpacity(0.1f);
                    out.println("no IllegalComponentStateException !!!");

                    GraphicsConfiguration gc = window.getGraphicsConfiguration();
                    GraphicsDevice gd = gc.getDevice();
                    out.println("gd = " + gd);
                    out.println("window = " + window);
                    out.println("gc.getDevice().getFullScreenWindow() = " + gc.getDevice().getFullScreenWindow());
                    out.println("(window == gc.getDevice().getFullScreenWindow()) == " + (window == gc.getDevice().getFullScreenWindow()));
                } catch (IllegalComponentStateException e) {
                    out.println("IllegalComponentStateException - ok");
                }
                window.dispose();
            }
        });
    }
}
-------------------------------------------
The output is:

Arrays.toString(devices) = [Win32GraphicsDevice[screen=0], Win32GraphicsDevice[screen=1]]
using device Win32GraphicsDevice[screen=0]
device.getFullScreenWindow() = java.awt.Frame[frame0,1280,0,1280x1024,layout=java.awt.BorderLayout,title=,resizable,normal]
no IllegalComponentStateException !!!
gd = Win32GraphicsDevice[screen=1]
window = java.awt.Frame[frame0,1280,0,1280x1024,layout=java.awt.BorderLayout,title=,resizable,normal]
gc.getDevice().getFullScreenWindow() = null
(window == gc.getDevice().getFullScreenWindow()) == false