I have made an application that gives the user the option to open up a new spawn of the application entirely. When the user does so and closes the application the entire application terminates; not just the window.

How should I go about recursively spawning an application and then when the user exits the JFrame spawn; killing just that JFrame and not the entire instance?

Here is the relevant code:

[...]
JMenuItem newMenuItem = new JMenuItem ("New");
newMenuItem.addActionListener(new ActionListener()
{
    public void actionPerformed(ActionEvent e)
{        
    new MainWindow();
    }
});
fileMenu.add(newMenuItem);

[....]

JMenuItem exit = new JMenuItem("Exit");
exit.addActionListener(new ActionListener()
{
    public void actionPerformed(ActionEvent e)
    {
        frame.setDefaultCloseOperation(JFrame.EXIT_ON_CLOSE);
    }
});
fileMenu.add(exit);
[...]