New to Java

I'm want to make a JFrame with black background.

I tried to use the setBackground() method, but didn't work.
The background changes to black, but after it returns to white(quickly).

Here's my code:

// ***********************
// Game.java
// ***********************
import javax.swing.*;
import java.awt.*;

public class Game {
	public static void main (String args[]){
		JFrame window = new JFrame("Bruno's Game");
		window.setDefaultCloseOperation( JFrame.EXIT_ON_CLOSE );
		window.setSize(320,240);

		window.setLayout( null );

		window.setBackground( new Color(0,0,0) );

		window.setVisible( true );
	}
}

Does anyone have some tips?

Thank's.