Swing's focus subsystem of keyboard events are fired specific to the component in focus.

One way of implementing application-wide keyboard shortcuts is to add it to _every_ component that is created. (yes, its as ridonkulous as it sounds)

Here's another way, using KeyboardFocusManager:

  // Add Ctrl-W listener to quit application
    KeyboardFocusManager.getCurrentKeyboardFocusManager().addKeyEventDispatcher(new KeyEventDispatcher(){

      public boolean dispatchKeyEvent(KeyEvent e) {
        if (e.getKeyCode() == java.awt.event.KeyEvent.VK_W && e.getModifiers() == java.awt.event.InputEvent.CTRL_MASK) {
          System.exit(0);
          return true;
        }
        return false;
      }
    });