Making optgroup /optgroup in Java

Is it possible to implement this drop-down box in a Java Swing application? I kept searching for this from the web, but I cant find relevant info. I cant make the optgroup function in neither JComboBox nor JList. Tell me how to do it, if you have this experience.
Thanks in advance!
<select>
  <optgroup label="Swedish Cars">
    <option value="volvo">Volvo</option>
    <option value="saab">Saab</option>
  </optgroup>
  <optgroup label="German Cars">
    <option value="mercedes">Mercedes</option>
    <option value="audi">Audi</option>
  </optgroup>
</select>

Sorry for my inaccurate English.
And thank you DarrylBurke for the correction, I have looked it in the dictionary.
Back to my question, actually I have a particular question about making the list items of JComboBox not selectable, as in the first picture. The second picture is the Swing version, in which I'm not able to make it not selectable.
[1. HTML combo box|http://home.netvigator.com/~bigblack/labu/drop-down-box.gif]
[2. JComboBox|http://home.netvigator.com/~bigblack/labu/drop-down-box-swing.png]
I always read the suggested tutorials, the closest parts are about implementing ActionListener and ListCelRenderer. Do I have a more-convenient alternative?

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