Drawing a bounding rectangle to select what area to record

Question

How do I draw that semi-transparent rectangle on the screen? That cannot be a JFrame be

Answer 1

Update Multi Monitor Support to the Example Answer from @MadProgrammer.

Without ExtendedState(JFrame.MAXIMIZED_BOTH) and pack()

public SelectionRectangle() {
    EventQueue.invokeLater(new Runnable() {
        @Override
        public void run() {
            try {
                UIManager.setLookAndFeel(UIManager.getSystemLookAndFeelClassName());
            } catch (ClassNotFoundException | InstantiationException | IllegalAccessException | UnsupportedLookAndFeelException ex) {
            }

            JFrame frame = new JFrame("Test");
            frame.setUndecorated(true);
            frame.setDefaultCloseOperation(JFrame.EXIT_ON_CLOSE);
            frame.setLayout(new BorderLayout());
            frame.add(new BackgroundPane());

            frame.setResizable( false );
            frame.setBounds( getScreenViewableBounds() );

            frame.setVisible(true);
        }

    });
}

---

public static Rectangle getScreenViewableBounds() {
    GraphicsDevice[] devices = GraphicsEnvironment.getLocalGraphicsEnvironment().getScreenDevices();
    int minx = Integer.MAX_VALUE;
    int miny = Integer.MAX_VALUE;
    int maxx = Integer.MIN_VALUE;
    int maxy = Integer.MIN_VALUE;
    for( GraphicsDevice device : devices ) {
        for( GraphicsConfiguration config : device.getConfigurations() ) {
            Rectangle bounds = config.getBounds();
            minx = Math.min( minx, bounds.x );
            miny = Math.min( miny, bounds.y );
            maxx = Math.max( maxx, bounds.x + bounds.width );
            maxy = Math.max( maxy, bounds.y + bounds.height );
        }
    }
    return new Rectangle( new Point(minx, miny), new Dimension(maxx - minx, maxy - miny) );
}