java application which will respond to clicks on the image

Put the image in a JLabel and add a MouseListener to the label

label = new JLabel(new ImageIcon("x.jpg"));
label.addMouseListener(new MouseAdapter() {
      public void mouseClicked(MouseEvent e) {
            // Respond
      }
});

yuou could use a JButton with an ActionListener.

      thanks for your replies.let me explain in more details.for example i get
      an image of a stero system and if i clcik on the play button it should play
      ,if i click on the stop button it should stop playing....so on.

You need to add buttons maybe over the image? If so, implement your own JPanel and override the paintComponent method to display the image

http://java.sun.com/docs/books/tutorial/uiswing/components/button.html

http://www.apl.jhu.edu/~hall/java/Swing-Tutorial/Swing-Tutorial-JButton.html

http://www.java2s.com/Code/Java/Event/Mouse.htm
http://www.java2s.com/Code/Java/Event/DemonstratingtheMouseListenerandMouseMotionListener.htm

may help you.

shivspk those sites do not open which you mentioned.do they open for you???

:-)