Developed by Anton Smirnov (dev@antonsmirnov.name), see https://github.com/4ntoine/JavaFxDialog. I just made small changes. You'll need javafx in your system ...
Menu filemenu = new Menu("_File"); //underscore is used for shortcut,if we hold alt+F or alt+E,then it open a FILE and EDIT menu filemenu.getItems().add(new MenuItem ...