java - how to close an instance of jframe

In my code i generate some images and display them every image in a jframe, but when i close on the jframes i found all the other closes as well. I want when i close one of the jframes, the others remain.

how can i do that.

code:

private static void initJFrame(String caption) {
    // TODO Auto-generated method stub
    if (caption.isEmpty() || caption.equals("")) {
        caption = SysConsts.DEFAULT_JFRAME_CAPTION;
    }

    JFrame mediaFrame = new JFrame(caption);
    mediaFrame .setDefaultCloseOperation(JFrame.EXIT_ON_CLOSE);
    mediaFrame.setSize(SysConsts.DEFAULT_JFRAME_WIDTH, SysConsts.DEFAULT_JFRAME_HEIGHT);

    facePanel = new FacePanel();
    mediaFrame.setContentPane(facePanel);
    mediaFrame.setVisible(true);
    mediaFrame.validate();
}

@Hovercraft Full Of Eels: your suggestion does not answer my question *