Jframe window not closing

Hi can anyone plz tell me how i will close my jframe window..
I have a button called EXIT,clicking which i want to close my Frame...
I am writiing setvisible(false) but thats not working..

use
System.exit(0);
All the best

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Since the window Closed_Allowed property is set "yes".
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* To change this template, choose Tools | Templates
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