Re: Query:the real function of System.exit(0)?

That is most probably the problem. If you spelt the
method name incorrectly, or using wrong arguments
using a WindowAdapter gives no complaint at compile
time, and no effect at runtime. Try implementing a
WindowListener instead - that forces you to implement
the correct methods.

See if this example works for you..
<sscce>
import java.awt.event.*;
//import java.awt.Frame;
import javax.swing.JFrame;

class CloseWindow {

   public static void main(String[] args) {
      //Frame f = new Frame("Close Me!");
      JFrame f = new JFrame("Close Me!");

      f.addWindowListener( new WindowListener(){
         public void windowDeactivated(WindowEvent we) {}
         public void windowActivated(WindowEvent we) {}

         public void windowDeiconified(WindowEvent we) {}
         public void windowIconified(WindowEvent we) {}

         public void windowOpened(WindowEvent we) {}
         public void windowClosed(WindowEvent we) {}
         public void windowClosing(WindowEvent we) {
            System.out.println(we);
            System.exit(0);
         }
      } );

      f.setSize(200,100);
      f.setLocation(50,50);
      f.setVisible(true);
   }
}
</sscce>