I have used the approach of the ComponentListener to call focus in JTextField within a dialog, but for this case is just not working, I don't know why. It shows the focus in the text field and fast change to the button. Run and see:

import java.awt.Component;
import java.awt.GridLayout;
import java.awt.event.ComponentEvent;
import java.awt.event.ComponentListener;

import javax.swing.JDialog;
import javax.swing.JLabel;
import javax.swing.JOptionPane;
import javax.swing.JPanel;
import javax.swing.JPasswordField;
import javax.swing.JTextField;

public class User {

    private String username = "";
    private String password = "";

    public User() {
    // default constructor
    }

    public User(String username, String password) {
    this.username = username;
    this.password = password;
    }

    /** Create a panel containing the componet and tha label. */
    public JPanel createLabeledComponent(JLabel label, Component comp) {
    GridLayout layout = new GridLayout(2, 1);
    JPanel panel = new JPanel(layout);
    panel.add(label);
    panel.add(comp);
    label.setLabelFor(comp);
    return panel;
    }

    public void showEditDialog() {

    JLabel usernameLbl = new JLabel(username);
    final JTextField usernameField = new JTextField();
    usernameField.setText(username);
    JPanel usernamePnl = createLabeledComponent(usernameLbl, usernameField);

    JLabel passwordLbl = new JLabel(password);
    JPasswordField passwordField = new JPasswordField(password);
    JPanel passwordPnl = createLabeledComponent(passwordLbl, passwordField);

    Object[] fields = { "User:", usernamePnl, "Password:", passwordPnl };

    JOptionPane optionPane = new JOptionPane(fields, JOptionPane.PLAIN_MESSAGE, JOptionPane.OK_CANCEL_OPTION, null, null);
    JDialog dialog = optionPane.createDialog("User Data");

    dialog.addComponentListener(new ComponentListener() {
        public void componentShown(ComponentEvent e) {
        usernameField.requestFocusInWindow();
        }
        public void componentResized(ComponentEvent e) {}
        public void componentMoved(ComponentEvent e) {}
        public void componentHidden(ComponentEvent e) {}
    });

    dialog.setVisible(true);
    }

    public static void main(String[] args) {
    new User().showEditDialog();
    }

}

Any idea how to solve this?