Any way to close the DOS window ?

Is there anyway to close the DOS window, after executing a DOS command in a GUI Java program ?
I keep getting "Please press any key to continue..."..I don't think I can use the System.exit in a GUI Java program?

Yes.
Process p = Runtime.getRuntime().exec(...);
PrintStream out = new PrintStream(p.getOutputStream(), true);
out.print("a");You get the output stream of that process and print an a (which I guess will work just like you pressed a key). I don't know if there has to be a delay before you write this character. If you send it before it has written "Press a key ..", then it might not work. In this case you can add a line with Thread.sleep(1000); to sleep for 1 sec in this example, just before you execute the print statement. Or you can get the InputStream from the process, and read everything it sends and check if/when you get the "Press a key .." text:
PrintStream out = new PrintStream(p.getOutputStream(), true);
BufferedReader br = new BufferedReader(new InputStreamReader(p.getInputStream()));
String s;
while ((s = br.readLine()) != null) {
  if (s.startsWith("Press a key")) {
    break;
out.print("a");something like that..
There might be cases where you don't get a "Press a key" back if the DOS window is big enough to hold all the information (it is possible to change the buffer for DOS windows so they can hold more than 25 lines).

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