[ BUILD # : 201111171527 ]
[ JDK VERSION : 1.7 ]

Create a window form and place a JLabel on it.

When  you select the Icon property of the JLabel you are presented with the
'Icon chooser dialog'

In an Ant based project you can select the package that the icon is in and
subsequently the icon itself from the next droplist.

This does not work in a Maven project. You always have to select the External
Image option.
In Maven based project the icons will most probably not be with the source code
in the src/main/java/ folder they will more than likely be in a subset of the
src/main/resources/ folder

see
http://maven.apache.org/guides/introduction/introduction-to-the-standard-directo
ry-layout.html for more details.