Table Header - http://wp.me/p32e4t-72

import javax.swing.JFrame;
import javax.swing.JPanel;

import java.awt.BorderLayout;
import java.awt.Color;
import java.awt.Component;
import java.sql.Connection;
import java.sql.DriverManager;
import java.sql.ResultSet;
import java.sql.Statement;

import javax.swing.JScrollPane;
import javax.swing.JTable;
import javax.swing.JLabel;
import javax.swing.JButton;
import javax.swing.table.DefaultTableModel;
import javax.swing.table.JTableHeader;

import java.awt.event.ActionListener;
import java.awt.event.ActionEvent;


public class DataSiswa extends JFrame {
    private JTable table;
    private Connection kon;
    private String[] judulKolom={"No","Nim","Nama","Alamat"};
    private DefaultTableModel tbM;
    public DataSiswa() {

        JPanel panelAtas = new JPanel();
        getContentPane().add(panelAtas, BorderLayout.NORTH);

        JLabel lblDataSiswa = new JLabel("Data Siswa");
        panelAtas.add(lblDataSiswa);

        JPanel panelBawah = new JPanel();
        getContentPane().add(panelBawah, BorderLayout.SOUTH);

        JButton btnRefresh = new JButton("Refresh");
        btnRefresh.addActionListener(new ActionListener() {
            public void actionPerformed(ActionEvent e) {
                tampil();
            }
        });
        panelBawah.add(btnRefresh);

        JButton btnKeluar = new JButton("Keluar");
        btnKeluar.addActionListener(new ActionListener() {
            public void actionPerformed(ActionEvent arg0) {
                System.exit(0);
            }
        });
        panelBawah.add(btnKeluar);

        JScrollPane scrollPane = new JScrollPane();
        getContentPane().add(scrollPane, BorderLayout.CENTER);

        table = new JTable();
        tbM = new DefaultTableModel(new Object[][] {},judulKolom);
        table.setModel(tbM);
        JTableHeader tabelHeader = table.getTableHeader();
        tabelHeader.setBackground(Color.RED);
        tabelHeader.setForeground(Color.BLACK);
        scrollPane.setViewportView(table);
        tampil();
    }

    private void koneksi(){
        try{
            Class.forName("com.mysql.jdbc.Driver");
            kon = DriverManager.getConnection("jdbc:mysql://localhost/Siswa?user=root&password=");
        }catch(Exception exc){
            exc.printStackTrace();
        }
    }

    private void tampil(){
        try{
            int row = tbM.getRowCount();
            for (int i=0;i<row;i++){
                tbM.removeRow(0);
            }
            koneksi();
            Statement selectSql=kon.createStatement();
            String sql="SELECT * FROM Mhs";
            ResultSet rs = selectSql.executeQuery(sql);
            int No=0;
            while(rs.next()){
                No++;
                String Nim = rs.getString("NIM");
                String Nama = rs.getString("NAMA");
                String Alamat = rs.getString("ALAMAT");
                String[] data={""+No,Nim,Nama,Alamat};
                tbM.addRow(data);
            }
            rs.close();
            kon.close();
        }catch(Exception exc){
            exc.printStackTrace();
        }
    }

    public static void main(String[] args) {
        DataSiswa a=new DataSiswa();
        a.setSize(500,300);
        a.setVisible(true);
    }

}