Marc-André Landry wrote ...
> I'm new to GUI programming, I do know some about Event handling but I don't
> understand how I may build a SplashScreen : ie without any border that will
> say close at a given time or event.

To build a screen that doesn't have a border or title, simply use the 
Window class instead of the Frame class.  A thread can count the timer, 
and dispose() gets rid of the window afterward.  It's traditional to also 
dispose of the splash screen when the main frame is activated or on a 
mouse event, so you can add listeners for those.