Call to dispose a JFRAME in a ShutdownHook block on Windows not on Linux

FULL PRODUCT VERSION :
Linux and Windows:
java version "1.6.0_13"
Java(TM) SE Runtime Environment (build 1.6.0_13-b03)
Java HotSpot(TM) Client VM (build 11.3-b02, mixed mode, sharing)


ADDITIONAL OS VERSION INFORMATION :
WinXP SP3
Linux Debian testing - libc6 2.9-4 - kernel 2.6.26-1-686 - xorg 7.3

A DESCRIPTION OF THE PROBLEM :
I have a program performing several tasks when the main frame is disposed. In addition I would like to manage correctly all events such as SIGINT, user end session (WM_QUERYENDSESSION), but it seems that we can't call the dispose method on a JFrame in a shutdown hook (it runs perfectly on Linux but blocks on Windows).


STEPS TO FOLLOW TO REPRODUCE THE PROBLEM :
 to see easily the problem, run the code on a command line and perform a Ctrl+C (on Windows, the program never return)

EXPECTED VERSUS ACTUAL BEHAVIOR :
EXPECTED -
Either an exception (if it's an illegal operation), or windows behave like linux.
ACTUAL -
the program blocks under windows

ERROR MESSAGES/STACK TRACES THAT OCCUR :
no error message

REPRODUCIBILITY :
This bug can be reproduced always.

---------- BEGIN SOURCE ----------
import javax.swing.JFrame;
  import javax.swing.SwingUtilities;
  public static void main(String[] args) {
    final JFrame frame = new JFrame("Title");
    SwingUtilities.invokeLater(new Runnable() {
      @Override public void run() {frame.setVisible(true);}
    });
    Runtime.getRuntime().addShutdownHook(new Thread(new Runnable() {
      @Override public void run() {frame.dispose();}
    }
    ));
  }

---------- END SOURCE ----------