winxp alt+f4 does not close out window

import javax.swing.*;
import javax.swing.border.*;
import java.awt.event.*;
import java.awt.*;


public class MyWindow {
    
   private JLabel label_01;
    private JButton close;
    
    JWindow win = new JWindow();
    
    public MyWindow(){
       
        Container container = win.getContentPane();
        container.setLayout( new FlowLayout() );
        
        
        
        label_01 = new JLabel( "Label with text" );
        close = new JButton("Close");
      
        
        container.add( label_01 );
         container.add( close );
         
        win.setSize(100,150);
        win.setVisible( true );
        win.setVisible(true);
    }
    
 
  public static void main(String s[]) {
    
      MyWindow mywin = new MyWindow();
      
      
    }
}