How to put a startup picture in a java program?

Hi there,
I'm extremely new in Java programming and have a very weak knowledge in C programming. I managed to download a Java source file from the internet which I need to use for my school's project. I was wondering would it be possible for me to put a start up picture or video clip before the program runs? And if so, how do I go about doing it? Thanks in advance.
LostInJava

Requires the latest Java version, Java 6.And there are fairly simple ways to program your own splash screens in earlier versions.

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