Feito. Mas já que pegou tudo pronto (fácil né? hehe), agora dá uma estudada e veja se entende. Comentei o que eu fiz no código. Criei um nova classe interna que extende JTextField (herança) para implementar o KeyListener para o ENTER. Assim economiza-se código. Depois só alterei as declaraçòes dos JTextFields… ao invés de serem do tipo JTextField agora são do tipo MyTextField (a classe que eu criei), que dá “quase” na mesma, a diferença é que MyTextField tem o KeyListener para o ENTER por padrão 
Adicionei alguns imports tbm…
Até!
import java.awt.event.KeyAdapter;
import java.awt.event.KeyEvent;
import javax.swing.JTextField;
/*
* FrmCadastro.java
*
* Created on 28 de Julho de 2006, 21:13
*/
//package view;
public class FrmCadastro extends javax.swing.JFrame {
/*
* ADICIONEI ESTA CLASSE. ELA EXTENDE JTextField, adicionando um KeyListener para o ENTER.
* Criei esta classe para que não fosse necessário copiar o trecho de código abaixo para
* cada JTextField... O código ficaria maior ainda!
*/
class MyTextField extends JTextField{
public MyTextField(){
super();
this.addKeyListener(new KeyAdapter() {
public void keyPressed(KeyEvent evt) {
int key = evt.getKeyCode();
if (key == KeyEvent.VK_ENTER)
((JTextField)evt.getSource()).transferFocus();
}});
}
}
//fim da nova classe
/** Creates new form FrmCadastro */
public FrmCadastro() {
initComponents();
}
// <editor-fold defaultstate="collapsed" desc=" Generated Code ">
private void initComponents() {
buttonGroup1 = new javax.swing.ButtonGroup();
jLabel1 = new javax.swing.JLabel();
jLabel2 = new javax.swing.JLabel();
jLabel4 = new javax.swing.JLabel();
txtConta = new MyTextField();
btnAlterar = new javax.swing.JButton();
btnCancelar = new javax.swing.JButton();
btnGravar = new javax.swing.JButton();
btnExcluir = new javax.swing.JButton();
btnSair = new javax.swing.JButton();
txtNome = new MyTextField();
jLabel5 = new javax.swing.JLabel();
txtAgencia = new MyTextField();
jLabel6 = new javax.swing.JLabel();
txtCredito = new MyTextField();
jLabel7 = new javax.swing.JLabel();
jPanel1 = new javax.swing.JPanel();
rdbPoupanca = new javax.swing.JRadioButton();
rdbConta = new javax.swing.JRadioButton();
jLabel8 = new javax.swing.JLabel();
txtSobrenome = new MyTextField();
txtSenha = new MyTextField();
jLabel9 = new javax.swing.JLabel();
getContentPane().setLayout(null);
setDefaultCloseOperation(javax.swing.WindowConstants.EXIT_ON_CLOSE);
setTitle("Banco j\u00e1 Era!!! E at\u00e1 banco danado de bom s\u00f3!!!");
jLabel1.setFont(new java.awt.Font("Bitstream Vera Serif", 0, 36));
jLabel1.setForeground(new java.awt.Color(102, 102, 255));
jLabel1.setText("Banco j\u00e1 Era");
getContentPane().add(jLabel1);
jLabel1.setBounds(160, 0, 230, 43);
jLabel2.setFont(new java.awt.Font("Bitstream Vera Serif", 0, 14));
jLabel2.setForeground(new java.awt.Color(102, 102, 255));
jLabel2.setText("Aqui voc\u00ea deposita e j\u00e1 Era!!!");
getContentPane().add(jLabel2);
jLabel2.setBounds(170, 50, 206, 17);
jLabel4.setFont(new java.awt.Font("Arial Black", 0, 12));
jLabel4.setForeground(new java.awt.Color(102, 102, 255));
jLabel4.setText("Conta:");
getContentPane().add(jLabel4);
jLabel4.setBounds(110, 190, 60, 18);
txtConta.setFont(new java.awt.Font("Bitstream Vera Serif", 0, 12));
txtConta.setForeground(new java.awt.Color(0, 153, 102));
getContentPane().add(txtConta);
txtConta.setBounds(110, 210, 80, 20);
//btnAlterar.setIcon(new javax.swing.ImageIcon(getClass().getResource("/ICONE P/Chave - Alterar G.png")));
btnAlterar.setMnemonic('S');
btnAlterar.setText("Alterar");
btnAlterar.addActionListener(new java.awt.event.ActionListener() {
public void actionPerformed(java.awt.event.ActionEvent evt) {
btnAlterarActionPerformed(evt);
}
});
getContentPane().add(btnAlterar);
btnAlterar.setBounds(130, 300, 110, 30);
//btnCancelar.setIcon(new javax.swing.ImageIcon(getClass().getResource("/ICONE P/Cancelar G.png")));
btnCancelar.setMnemonic('S');
btnCancelar.setText("Cancelar");
btnCancelar.addActionListener(new java.awt.event.ActionListener() {
public void actionPerformed(java.awt.event.ActionEvent evt) {
btnCancelarActionPerformed(evt);
}
});
getContentPane().add(btnCancelar);
btnCancelar.setBounds(240, 300, 110, 30);
// btnGravar.setIcon(new javax.swing.ImageIcon(getClass().getResource("/ICONE P/visto.png")));
btnGravar.setMnemonic('S');
btnGravar.setText("Gravar");
btnGravar.addActionListener(new java.awt.event.ActionListener() {
public void actionPerformed(java.awt.event.ActionEvent evt) {
btnGravarActionPerformed(evt);
}
});
getContentPane().add(btnGravar);
btnGravar.setBounds(20, 300, 110, 30);
// btnExcluir.setIcon(new javax.swing.ImageIcon(getClass().getResource("/ICONE P/Bomba.png")));
btnExcluir.setMnemonic('S');
btnExcluir.setText("Excluir");
btnExcluir.addActionListener(new java.awt.event.ActionListener() {
public void actionPerformed(java.awt.event.ActionEvent evt) {
btnExcluirActionPerformed(evt);
}
});
getContentPane().add(btnExcluir);
btnExcluir.setBounds(350, 300, 110, 30);
// btnSair.setIcon(new javax.swing.ImageIcon(getClass().getResource("/ICONE P/exit2.png")));
btnSair.setMnemonic('S');
btnSair.setText("Sair");
btnSair.addActionListener(new java.awt.event.ActionListener() {
public void actionPerformed(java.awt.event.ActionEvent evt) {
btnSairActionPerformed(evt);
}
});
getContentPane().add(btnSair);
btnSair.setBounds(460, 300, 110, 30);
txtNome.setFont(new java.awt.Font("Bitstream Vera Serif", 0, 12));
txtNome.setForeground(new java.awt.Color(0, 153, 102));
txtNome.setText("wkerley");
getContentPane().add(txtNome);
txtNome.setBounds(20, 150, 170, 20);
jLabel5.setFont(new java.awt.Font("Arial Black", 0, 12));
jLabel5.setForeground(new java.awt.Color(102, 102, 255));
jLabel5.setText("Nome:");
getContentPane().add(jLabel5);
jLabel5.setBounds(20, 130, 60, 18);
txtAgencia.setFont(new java.awt.Font("Bitstream Vera Serif", 0, 12));
txtAgencia.setForeground(new java.awt.Color(0, 153, 102));
getContentPane().add(txtAgencia);
txtAgencia.setBounds(20, 210, 80, 20);
jLabel6.setFont(new java.awt.Font("Arial Black", 0, 12));
jLabel6.setForeground(new java.awt.Color(102, 102, 255));
jLabel6.setText("Agencia:");
getContentPane().add(jLabel6);
jLabel6.setBounds(20, 190, 60, 20);
txtCredito.setFont(new java.awt.Font("Bitstream Vera Serif", 0, 12));
txtCredito.setForeground(new java.awt.Color(0, 153, 102));
getContentPane().add(txtCredito);
txtCredito.setBounds(20, 260, 170, 20);
jLabel7.setFont(new java.awt.Font("Arial Black", 0, 12));
jLabel7.setForeground(new java.awt.Color(102, 102, 255));
jLabel7.setText("Credito:");
getContentPane().add(jLabel7);
jLabel7.setBounds(20, 240, 60, 18);
jPanel1.setLayout(null);
buttonGroup1.add(rdbPoupanca);
rdbPoupanca.setFont(new java.awt.Font("Arial Black", 0, 12));
rdbPoupanca.setForeground(new java.awt.Color(102, 102, 255));
rdbPoupanca.setSelected(true);
rdbPoupanca.setText("Poupan\u00e7a");
rdbPoupanca.setBorder(javax.swing.BorderFactory.createEmptyBorder(0, 0, 0, 0));
rdbPoupanca.setMargin(new java.awt.Insets(0, 0, 0, 0));
jPanel1.add(rdbPoupanca);
rdbPoupanca.setBounds(20, 20, 90, 15);
buttonGroup1.add(rdbConta);
rdbConta.setFont(new java.awt.Font("Arial Black", 0, 12));
rdbConta.setForeground(new java.awt.Color(102, 102, 255));
rdbConta.setText("Conta Corrente");
rdbConta.setBorder(javax.swing.BorderFactory.createEmptyBorder(0, 0, 0, 0));
rdbConta.setMargin(new java.awt.Insets(0, 0, 0, 0));
jPanel1.add(rdbConta);
rdbConta.setBounds(130, 20, 120, 15);
getContentPane().add(jPanel1);
jPanel1.setBounds(140, 80, 310, 50);
jLabel8.setFont(new java.awt.Font("Arial Black", 0, 12));
jLabel8.setForeground(new java.awt.Color(102, 102, 255));
jLabel8.setText("Sobrenome:");
getContentPane().add(jLabel8);
jLabel8.setBounds(200, 130, 140, 18);
txtSobrenome.setFont(new java.awt.Font("Bitstream Vera Serif", 0, 12));
txtSobrenome.setForeground(new java.awt.Color(0, 153, 102));
getContentPane().add(txtSobrenome);
txtSobrenome.setBounds(200, 150, 260, 20);
txtSenha.setFont(new java.awt.Font("Bitstream Vera Serif", 0, 12));
txtSenha.setForeground(new java.awt.Color(0, 153, 102));
getContentPane().add(txtSenha);
txtSenha.setBounds(200, 210, 80, 20);
jLabel9.setFont(new java.awt.Font("Arial Black", 0, 12));
jLabel9.setForeground(new java.awt.Color(102, 102, 255));
jLabel9.setText("Senha:");
getContentPane().add(jLabel9);
jLabel9.setBounds(200, 190, 60, 18);
java.awt.Dimension screenSize = java.awt.Toolkit.getDefaultToolkit().getScreenSize();
setBounds((screenSize.width-600)/2, (screenSize.height-440)/2, 600, 440);
}// </editor-fold>
private void btnSairActionPerformed(java.awt.event.ActionEvent evt) {
setVisible(false);
}
private void btnExcluirActionPerformed(java.awt.event.ActionEvent evt) {
// TODO add your handling code here:
}
private void btnGravarActionPerformed(java.awt.event.ActionEvent evt) {
String tipo = "";
if (rdbPoupanca.isSelected()){
tipo = "Poupança";
}else{
tipo = "Conta";
}
}
private void btnCancelarActionPerformed(java.awt.event.ActionEvent evt) {
// TODO add your handling code here:
}
private void btnAlterarActionPerformed(java.awt.event.ActionEvent evt) {
}
/**
* @param args the command line arguments
*/
public static void main(String args[]) {
java.awt.EventQueue.invokeLater(new Runnable() {
public void run() {
new FrmCadastro().setVisible(true);
}
});
}
// Variables declaration - do not modify
private javax.swing.JButton btnAlterar;
private javax.swing.JButton btnCancelar;
private javax.swing.JButton btnExcluir;
private javax.swing.JButton btnGravar;
private javax.swing.JButton btnSair;
private javax.swing.ButtonGroup buttonGroup1;
private javax.swing.JLabel jLabel1;
private javax.swing.JLabel jLabel2;
private javax.swing.JLabel jLabel4;
private javax.swing.JLabel jLabel5;
private javax.swing.JLabel jLabel6;
private javax.swing.JLabel jLabel7;
private javax.swing.JLabel jLabel8;
private javax.swing.JLabel jLabel9;
private javax.swing.JPanel jPanel1;
private javax.swing.JRadioButton rdbConta;
private javax.swing.JRadioButton rdbPoupanca;
private javax.swing.JTextField txtAgencia;
private javax.swing.JTextField txtConta;
private javax.swing.JTextField txtCredito;
private javax.swing.JTextField txtNome;
private javax.swing.JTextField txtSenha;
private javax.swing.JTextField txtSobrenome;
// End of variables declaration
}