frame.setDefaultCloseOperation(JFrame.EXIT_ON_CLOSE);

frame.setDefaultCloseOperation(WindowConstants.EXIT_ON_CLOSE);

frame.setDefaultCloseOperation(WindowConstants.HIDE_ON_CLOSE);

setDefaultCloseOperation(DISPOSE_ON_CLOSE);

public class AppMenuFileExit extends JMenuItem implements ActionListener
{
    // do your normal menu item code here

      @Override
      public void actionPerformed(ActionEvent e)
      {
        WindowEvent we;
        we = new WindowEvent((Window) App.getFrame(), WindowEvent.WINDOW_CLOSING);

        App.getFrame().dispatchEvent(we);
      }
}

public class AppFrame extends JFrame implements WindowListener
{
  // Do all the things you need to for the class

  @Override
  public void windowOpened(WindowEvent e)
  {}
  @Override
  public void windowClosing(WindowEvent e)
  {/* can do cleanup here if necessary */}

  @Override
  public void windowClosed(WindowEvent e)
  {
    dispose();
    System.exit(0);
  }
  @Override
  public void windowActivated(WindowEvent e)
  {}
  @Override
  public void windowDeactivated(WindowEvent e)
  {}
  @Override
  public void windowDeiconified(WindowEvent e)
  {}
  @Override
  public void windowIconified(WindowEvent e)
  {}
}

frame.setDefaultCloseOperation(WindowConstants.EXIT_ON_CLOSE)

System.exit(home.EXIT_ON_CLOSE);

frame.dispose();
System.exit(0);