A link that stands out is http://www.devdaily.com/blog/post/jfc-swing/handling-main-mac-menu-in-swing-application/ however the menu bar under Mac OS X displays as the packag
If you want to deliver an application that looks native on Mac OS X, one important part is to deliver an appplication bundle. Within the application bundle, you will be able to provide a property list file in order to solve this problems.
Some official info: Java Development Guide for Mac OS X