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^^ what Darryl said.

Build your GUI off of a JPanel/JComponent, then you can simply add it to your applet if you want to make an Applet/JApplet, or you can set it to the content pane of your...

In your paint method, set the color of the graphics object.

public void paint(Graphics g)
{
g.setColor(Color.red); // sets the color to red
g.setColor(new Color(255, 0, 0)); // also...