Appears that this may still be a bug.... see last line of this (though its dated 2003)
http://bugs.sun.com/bugdatabase/view_bug.do?bug_id=4333836
I threw this together
FileDialog fd = new FileDialog(f, title, FileDialog.LOAD);
Dimension dim = Toolkit.getDefaultToolkit().getScreenSize();
int w = fd.getSize().width;
int h = fd.getSize().height;
int x = (dim.width-w)/2;
int y = (dim.height-h)/2;
System.out.println("Dialog location: " + fd.getLocation().toString());
fd.setLocation(x, y);
System.out.println("Dialog location: " + fd.getLocation().toString());
fd.setVisible(true);
And my output was:
Dialog location: java.awt.Point[x=0,y=0]
Dialog location: java.awt.Point[x=840,y=525]
But the screen was still in the top left corner