Pra quando fechar a janela
.addWindowListener(new WindowAdapter() {
public void windowClosing(WindowEvent evt) {
//codigo
}
});
perda e ganho de foco:
.addFocusListener(new FocusListener(){
public void focusGained(FocusEvent arg0) {
//codigo
}
public void focusLost(FocusEvent arg0) {
//codigo
}
});