Create wizard frame without using JOptionPane

I want to create wizard frame by using the swing objects.
Until now i created it by using the JOptionPane but i want to use some option that the last doesn't support.(like control the button in the joptionpane)

the problem is to create JFrame that stay in front until you finish to use it. how can i do that? (example will help)
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heyhey_Connect With a Mentor Commented:
modal JDialog
what about modal JDialog ?
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