You should at least consider one of the JOptionPane methods such as showInputDialog() or showMessageDialog().
Addendum: The choice to use JOptionPane hinges more on the suitability of modality, rather than on the number of components shown. See also How to Make Dialogs.
Addendum: As noted in a comment by @camickr, you can set the focus to a particular component using the approach discussed in Dialog Focus.
import java.awt.GridLayout;
import javax.swing.*;
class JOptionPaneTest {
    public static void main(String[] args) {
        String[] items = {"One", "Two", "Three", "Four", "Five"};
        JComboBox combo = new JComboBox(items);
        JTextField field1 = new JTextField("1234.56");
        JTextField field2 = new JTextField("9876.54");
        JPanel panel = new JPanel(new GridLayout(0, 1));
        panel.add(combo);
        panel.add(new JLabel("Field 1:"));
        panel.add(field1);
        panel.add(new JLabel("Field 2:"));
        panel.add(field2);
        int result = JOptionPane.showConfirmDialog(null, panel, "Test",
            JOptionPane.OK_CANCEL_OPTION, JOptionPane.PLAIN_MESSAGE);
        if (result == JOptionPane.OK_OPTION) {
            System.out.println(combo.getSelectedItem()
                + " " + field1.getText()
                + " " + field2.getText());
        } else {
            System.out.println("Cancelled");
        }
    }
}