Shutting down a Swing program

Hello,
I developed a program which contains several JFrames. In every JFrame there's a Button "Exit Program", an I want my Java program to shut down completely by pressing this Button. Of course I can close each JFrame, but then there occurs the problem that the DOS-box is still open. Is there a method for shutting down completely a Java program ?
Thanx,
Findus

System.exit(0); //terminte without errors

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