Overriding exit on close?

Question

how can i overwrite the default exit on close operation of a JFrame to run a method of my choice?
what i am actually trying to do is, create a booking program, only i want it to load itself from file,
check the users username & password, then initalise the gui, up to this point i have it working.
but i cant work out how to have the system save itself whenever a user clicks on a close button.
i found this but i dont know if its any help as its a bit confusing to me
http://www.javaalmanac.com/egs/java.lang/ExitHook.html
the problem i was having when trying to do it like that example is that from inside run(),
i couldnt access any of my objects(out of scope) to write them,
and at any rate, i didnt even manage to get the run() method to execute when the exit button was clicked.
my write method works and requires the following arguments
public static boolean write(Rooms rooms,Facilitys facilitys,Facilitys discounts,String username,String password) {
     //do things
}if i add my write method to the main method, it will run and write the relevant objects to file,
but how do i get this to only do it when the close button is clicked?
here is my main method at the moment
     public static void main (String [] args) {
          //initialise all components
          System.out.println("reading from file" + filename);
          Vector fromFile = read();
          if (fromFile==null) {
               System.exit(1);
          try {
               Rooms rooms = (Rooms)fromFile.get(0);
               Facilitys facilitys = (Facilitys)fromFile.get(1);
               Facilitys discounts = (Facilitys)fromFile.get(2);
               username = (String)fromFile.get(3);
               password = (String)fromFile.get(4);
               System.out.println("username "+username);
               System.out.println("password "+password);
          catch (IndexOutOfBoundsException e) {
               System.out.println("there are not that many elements in the vector"+"\n"+"\n"+e);
               System.exit(1);
          //components initialised
          //log in
          System.out.println("Validating user");
          String inUser = JOptionPane.showInputDialog( null, "Enter the username" );
          String inPass = JOptionPane.showInputDialog( null, "Enter the password" );
          if (isRightUser(inPass,inUser ) ==false) {
          JOptionPane.showMessageDialog(null,"Sorry that username & password combination was not correct",
                    "System closing",JOptionPane.ERROR_MESSAGE);
               System.exit(1);
          //logged on
          //schedule a job for the event dispatching thread
          //creating and showing the GUI
          javax.swing.SwingUtilities.invokeLater (new Runnable() {
               public void run() {
                    createAndShowGUI();
     }

Answer 1

Thankyou 74philip, your suggestion was spot on. however when i had written the main part of the GUI it was several months ago as one of the first GUI's i ever did and frankly, it was messy copy+paste work. and still, there are gaps in my knowledge which without the keen eye of Torgil, i dont think i would have worked out that indeed i had to have a Jframe in there somewhere. i found the frame, added the listener, it all works great now thank you both for your help :D