Java Program Help

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Hey, I'm fairly new at Java and I need some help. I had recently rented the book "Java for the Absolute Beginnner" and its been really helpfull. I finally got the the chpater dealing with Frames and Components, basic GUI. I typed the source code for a simple program that simply creates a window and lets you exit it. Thats it... except, it doesn't work. IDK what is up. Can anyone help me? Can anyone tell me how to do that? I'll get the program source code so you can see how they did it in the book....but its on my other computer....but if anyone has any pointers it'd be much appreciated! Thanks...