Ok I've figure it out now :) after a little sleep and early morning and careful thinking.
First off I've put all the important doing stuff into methods freeing up my constructor area like so many of you told me to do and yeah I agree it's so much easier to see what is going on now.
To solve the try catch issue. I realised this morning that I was putting it in the wrong place and it wasn't trying what I wanted it to try and the main line I wanted it to try meant I had to put my other coding inside it was well and the catch statement now ends if it's hit. I just need to find out how to loop it back around instead of ending.
To solve my other issue which was the cancel button I used the while (true) statement and also put it in where the JOptionPane was also as that was the only 2 places the cancel could be pressed... I don't know if that one is right so if someone can tell me if it is (or better still I'll comment it out in those places)
So here is the working code, there's still a couple of bugs in it like I have to find out how to limit it to just hh.mm as at the moment I can put any random time in. I also need to find out how to handle 24 hours with 00 time as it doesn't handle that at all at the moment, it also doesn't like it if you put 12.00 and 3.00 in either it comes up with -9 or whatever it has worked it out to be, again that is about managing 24 hours and the last small thing it has wrong with it is that if you error it, it will close rather than loop which I will be trying to sort out now.
Coding
Thank you for everyone's help last night you all helped me so much