The reported behavior is different from the behavior in jdk6 and jdk7. Those seems unified.

CONFIGURATION:
JDK : 5u30(32bits)
OS : WindowsXP(SP3, Japanese, 32bits)

REPRODUCE:
1. unfoled the attached zip file(SuFrame.zip) and launch
   "java SuFrame"

A windows which has "show Dialog" button.

2. Click the "show Dialog" button.

A dialogue which has 2 text fields.

EXPECTED :
 A caret flickers either of 2 textfield in the newly opened dialogue.

ACTUAL :
 No caret shows up in the newly opened dialogue.