Close dialog box on mouse click problem

How do I get a mouse click on the JLabel to close the dialog box?

package closeOnLabelClick;

import java.awt.FlowLayout;
import java.awt.event.MouseEvent;
import java.awt.event.MouseListener;

import javax.swing.JLabel;
import javax.swing.JOptionPane;
import javax.swing.JPanel;
import javax.swing.UIManager;

public class CloseOnLabelClick {

	private String CLOSE_BUTTON = "Close";	

	/** 
	 * constructor
	 */
	public CloseOnLabelClick() {

		// panel with link to segment directory
		JPanel panel = new JPanel(new FlowLayout(FlowLayout.LEFT)); // left-justify the label
		JLabel label = new JLabel("Close dialog when click here");
		label.addMouseListener(new MouseListener() {

			@Override
			public void mouseClicked(MouseEvent event) {
				System.out.println ("mouseClicked():");
				// close dlg box here ???
			}

			@Override
			public void mouseEntered(MouseEvent e) {
			}

			@Override
			public void mouseExited(MouseEvent e) {
			}

			@Override
			public void mousePressed(MouseEvent e) {
			}

			@Override
			public void mouseReleased(MouseEvent e) {
			}
		});

		panel.add(label);

		JOptionPane.showOptionDialog(null,       // parent
				panel,                                       // message
				"CloseOnLabelClick",                         // title
				JOptionPane.NO_OPTION,            // option type
				JOptionPane.PLAIN_MESSAGE,    // message type
				null,                                             // icon
				new Object[] {CLOSE_BUTTON},   // buttons
				CLOSE_BUTTON);                        // default selection

	}

	/**
	 * 
	 * @param args
	 */
	public static void main(String[] args) {

		try{
			UIManager.setLookAndFeel( UIManager.getSystemLookAndFeelClassName());
		}
		catch (Exception e){
			e.printStackTrace();
		}

		new CloseOnLabelClick();

	}

}

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