classe: Cadastro.java
import conexao.ConexaoMySql;
import javax.sound.midi.ShortMessage;
import javax.swing.JOptionPane;
/*
 * Cadastro.java
 *
 * Created on 23 de Dezembro de 2008, 23:18
 */
/**
 *
 * @author  Administrador
 */
public class Cadastro extends javax.swing.JFrame {
    ConexaoMySql conecta;   //criando um objeto da classe ConexaoMySql
    
    /** Creates new form Cadastro */
    public Cadastro() {
        initComponents();
        conecta = new ConexaoMySql();    //inicializando o objeto 
        conecta.conectar();
       
    }
    /** This method is called from within the constructor to
     * initialize the form.
     * WARNING: Do NOT modify this code. The content of this method is
     * always regenerated by the Form Editor.
     */
    // <editor-fold defaultstate="collapsed" desc=" Código Gerado ">                          
    private void initComponents() {
        jLabel1 = new javax.swing.JLabel();
        jLabel2 = new javax.swing.JLabel();
        jLabel3 = new javax.swing.JLabel();
        jLabel4 = new javax.swing.JLabel();
        jLabel5 = new javax.swing.JLabel();
        jLabel6 = new javax.swing.JLabel();
        nomeTF = new javax.swing.JTextField();
        nickTF = new javax.swing.JTextField();
        endTF = new javax.swing.JTextField();
        numlTF = new javax.swing.JTextField();
        telTF = new javax.swing.JTextField();
        celTF = new javax.swing.JTextField();
        jButton1 = new javax.swing.JButton();
        setDefaultCloseOperation(javax.swing.WindowConstants.EXIT_ON_CLOSE);
        setBackground(new java.awt.Color(0, 255, 255));
        jLabel1.setFont(new java.awt.Font("SansSerif", 1, 12));
        jLabel1.setText("Nome");
        jLabel2.setFont(new java.awt.Font("SansSerif", 1, 12));
        jLabel2.setText("Nick");
        jLabel3.setFont(new java.awt.Font("SansSerif", 1, 12));
        jLabel3.setText("End");
        jLabel4.setFont(new java.awt.Font("SansSerif", 1, 12));
        jLabel4.setText("Numero");
        jLabel5.setFont(new java.awt.Font("SansSerif", 1, 12));
        jLabel5.setText("Telefone");
        jLabel6.setFont(new java.awt.Font("SansSerif", 1, 12));
        jLabel6.setText("Celular");
        nomeTF.addActionListener(new java.awt.event.ActionListener() {
            public void actionPerformed(java.awt.event.ActionEvent evt) {
                nomeTFActionPerformed(evt);
            }
        });
        nickTF.addActionListener(new java.awt.event.ActionListener() {
            public void actionPerformed(java.awt.event.ActionEvent evt) {
                nickTFActionPerformed(evt);
            }
        });
        jButton1.setText("GRAVAR");
        jButton1.addActionListener(new java.awt.event.ActionListener() {
            public void actionPerformed(java.awt.event.ActionEvent evt) {
                jButton1ActionPerformed(evt);
            }
        });
        javax.swing.GroupLayout layout = new javax.swing.GroupLayout(getContentPane());
        getContentPane().setLayout(layout);
        layout.setHorizontalGroup(
            layout.createParallelGroup(javax.swing.GroupLayout.Alignment.LEADING)
            .addGroup(layout.createSequentialGroup()
                .addGap(19, 19, 19)
                .addGroup(layout.createParallelGroup(javax.swing.GroupLayout.Alignment.LEADING)
                    .addComponent(jLabel1, javax.swing.GroupLayout.DEFAULT_SIZE, 54, Short.MAX_VALUE)
                    .addComponent(jLabel2)
                    .addComponent(jLabel3)
                    .addComponent(jLabel4, javax.swing.GroupLayout.DEFAULT_SIZE, 54, Short.MAX_VALUE)
                    .addComponent(jLabel5, javax.swing.GroupLayout.DEFAULT_SIZE, 54, Short.MAX_VALUE)
                    .addComponent(jLabel6, javax.swing.GroupLayout.DEFAULT_SIZE, 54, Short.MAX_VALUE))
                .addPreferredGap(javax.swing.LayoutStyle.ComponentPlacement.RELATED)
                .addGroup(layout.createParallelGroup(javax.swing.GroupLayout.Alignment.LEADING)
                    .addComponent(celTF, javax.swing.GroupLayout.DEFAULT_SIZE, 301, Short.MAX_VALUE)
                    .addComponent(telTF, javax.swing.GroupLayout.DEFAULT_SIZE, 301, Short.MAX_VALUE)
                    .addComponent(numlTF, javax.swing.GroupLayout.DEFAULT_SIZE, 301, Short.MAX_VALUE)
                    .addComponent(endTF, javax.swing.GroupLayout.DEFAULT_SIZE, 301, Short.MAX_VALUE)
                    .addComponent(nickTF, javax.swing.GroupLayout.DEFAULT_SIZE, 301, Short.MAX_VALUE)
                    .addComponent(nomeTF, javax.swing.GroupLayout.DEFAULT_SIZE, 301, Short.MAX_VALUE))
                .addGap(22, 22, 22))
            .addGroup(layout.createSequentialGroup()
                .addContainerGap()
                .addComponent(jButton1)
                .addContainerGap(315, Short.MAX_VALUE))
        );
        layout.setVerticalGroup(
            layout.createParallelGroup(javax.swing.GroupLayout.Alignment.LEADING)
            .addGroup(layout.createSequentialGroup()
                .addGap(27, 27, 27)
                .addGroup(layout.createParallelGroup(javax.swing.GroupLayout.Alignment.TRAILING)
                    .addGroup(layout.createSequentialGroup()
                        .addGroup(layout.createParallelGroup(javax.swing.GroupLayout.Alignment.BASELINE)
                            .addComponent(nomeTF, javax.swing.GroupLayout.PREFERRED_SIZE, javax.swing.GroupLayout.DEFAULT_SIZE, javax.swing.GroupLayout.PREFERRED_SIZE)
                            .addComponent(jLabel1))
                        .addPreferredGap(javax.swing.LayoutStyle.ComponentPlacement.RELATED)
                        .addComponent(nickTF, javax.swing.GroupLayout.PREFERRED_SIZE, javax.swing.GroupLayout.DEFAULT_SIZE, javax.swing.GroupLayout.PREFERRED_SIZE)
                        .addPreferredGap(javax.swing.LayoutStyle.ComponentPlacement.RELATED)
                        .addGroup(layout.createParallelGroup(javax.swing.GroupLayout.Alignment.BASELINE)
                            .addComponent(endTF, javax.swing.GroupLayout.PREFERRED_SIZE, javax.swing.GroupLayout.DEFAULT_SIZE, javax.swing.GroupLayout.PREFERRED_SIZE)
                            .addComponent(jLabel3))
                        .addPreferredGap(javax.swing.LayoutStyle.ComponentPlacement.RELATED)
                        .addGroup(layout.createParallelGroup(javax.swing.GroupLayout.Alignment.BASELINE)
                            .addComponent(numlTF, javax.swing.GroupLayout.PREFERRED_SIZE, javax.swing.GroupLayout.DEFAULT_SIZE, javax.swing.GroupLayout.PREFERRED_SIZE)
                            .addComponent(jLabel4))
                        .addPreferredGap(javax.swing.LayoutStyle.ComponentPlacement.RELATED)
                        .addGroup(layout.createParallelGroup(javax.swing.GroupLayout.Alignment.BASELINE)
                            .addComponent(telTF, javax.swing.GroupLayout.PREFERRED_SIZE, javax.swing.GroupLayout.DEFAULT_SIZE, javax.swing.GroupLayout.PREFERRED_SIZE)
                            .addComponent(jLabel5)))
                    .addGroup(layout.createSequentialGroup()
                        .addComponent(jLabel2)
                        .addGap(80, 80, 80)))
                .addPreferredGap(javax.swing.LayoutStyle.ComponentPlacement.RELATED)
                .addGroup(layout.createParallelGroup(javax.swing.GroupLayout.Alignment.BASELINE)
                    .addComponent(celTF, javax.swing.GroupLayout.PREFERRED_SIZE, javax.swing.GroupLayout.DEFAULT_SIZE, javax.swing.GroupLayout.PREFERRED_SIZE)
                    .addComponent(jLabel6))
                .addGap(24, 24, 24)
                .addComponent(jButton1)
                .addContainerGap(javax.swing.GroupLayout.DEFAULT_SIZE, Short.MAX_VALUE))
        );
        pack();
    }// </editor-fold>                        
    private void nickTFActionPerformed(java.awt.event.ActionEvent evt) {                                       
// TODO adicione seu código de manipulação aqui:
    }                                      
    private void nomeTFActionPerformed(java.awt.event.ActionEvent evt) {                                       
// TODO adicione seu código de manipulação aqui:
    }                                      
    private void jButton1ActionPerformed(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 Cadastro().setVisible(true);
            }
        });
    }
    
    // Declaração de variáveis - não modifique                     
    private javax.swing.JTextField celTF;
    private javax.swing.JTextField endTF;
    private javax.swing.JButton jButton1;
    private javax.swing.JLabel jLabel1;
    private javax.swing.JLabel jLabel2;
    private javax.swing.JLabel jLabel3;
    private javax.swing.JLabel jLabel4;
    private javax.swing.JLabel jLabel5;
    private javax.swing.JLabel jLabel6;
    private javax.swing.JTextField nickTF;
    private javax.swing.JTextField nomeTF;
    private javax.swing.JTextField numlTF;
    private javax.swing.JTextField telTF;
    // Fim da declaração de variáveis                   
    
}
classe: ConexaoMySql  
import java.sql.Connection;  
import java.sql.DriverManager;  
import java.sql.ResultSet;  
import java.sql.SQLException;  
import java.sql.Statement;  
import javax.swing.JOptionPane;  
  
  
public class ConexaoMySql {  
	public static Connection conexao;
	public static Statement stm;
	  public void conectar()
   {
        try {
            if (conexao == null) {
                Class.forName("com.mysql.jdbc.Driver"); //carrega os drivers do mysql na memoria
                conexao = DriverManager.getConnection("jdbc:mysql://localhost:3306/cliente?user=root&password=root"); //estabelece a conexao
            }
        } catch (Exception e) {//Em caso de erro ele entra nessa parte!!!
            e.printStackTrace();
        }
    }
	
	
}