JOptionPane is very easy to use. You can even pass your own JPanel to display on the dialog. This way you can easily retrieve user input. An example:

TerminologyVersionPanel panel = new TerminologyVersionPanel();
int answer = JOptionPane.showConfirmDialog(
    parentComponent, panel, title, JOptionPane.OK_CANCEL_OPTION,
    JOptionPane.PLAIN_MESSAGE
);
if (answer == JOptionPane.YES_OPTION){
    // do stuff with the panel
    System.out.println("your input: "+panel.getVersion()+" "+panel.getDate());
}
//otherwise input has been canceled

and an example for the panel

public class TerminologyVersionPanel extends JPanel {

 /**
  * txtfield for the version name
  */
 private JTextField txtVersion;

 /**
  * datepicker for releasedate
  */
 private JXDatePicker datePicker;

 /**
  * def ctor
  */
 public TerminologyVersionPanel() {
  super();
  init();
 }

 private void init() {
  // set layout here
  setLayout(new GridLayout(0, 2));

  // string title
  add(new JLabel("version name"));
  txtVersion = new JTextField();
  add(txtVersion);

  // datepicker
  add(new JLabel("release date"));
  datePicker = new JXDatePicker();
  datePicker.setVisible(true);
  add(datePicker);
 }

 // getters to retrieve input

 public String getTxtVersion() {
  return txtVersion.getText();
 }

 public Date getDate() {
  return datePicker.getDate();
 }

}

sources:
http://saloon.javaranch.com/cgi-bin/ubb/ultimatebb.cgi?ubb=get_topic&f=2&t=016466
http://java.sun.com/j2se/1.4.2/docs/api/javax/swing/JOptionPane.html
http://forum.java.sun.com/thread.jspa?threadID=680092&messageID=3966133