Everyone knows how to pop down (cancel) a menu. You just click anywhere
outside the menu, and it goes away, right? Not so with Swing menus, unfortunately.
Currently Swing menus only pop down if you click outside the menu but inside the
JFrame parent of the popup menu. This is because the AWT does not provide a way
to observe mouse events outside the java application's windows, leaving us no
way to find out (at the java level) that the user has clicked elsewhere on the
desktop. As a result, swing applications feel 'different' from native apps.
This is a BadThing(tm).