I'm trying to make a simple 2D game in Java.

So far I have a JFrame, with a menubar, and a class which extends JPanel and overrides it's paint method. Now, I need to get a game loop going, where I will update the position of images and so on. However, I'm stuck at how best to achieve this. Should I use multi-threading, because surely, if you put an infinite loop on the main thread, the UI (and thus my menu bar) will freeze up?

Here's my code so far:

import java.awt.Color;
import java.awt.Graphics;

import javax.swing.JPanel;

@SuppressWarnings("serial")
public class GameCanvas extends JPanel {

    public void paint(Graphics g) {
        while (true) {
            g.setColor(Color.DARK_GRAY);
            try {
                Thread.sleep(100);
            } catch (InterruptedException e) {
                e.printStackTrace();
            }
        }
    }
}

import javax.swing.JFrame;
import javax.swing.JMenu;
import javax.swing.JMenuBar;
import javax.swing.JMenuItem;

@SuppressWarnings("serial")
public class Main extends JFrame {

    GameCanvas canvas = new GameCanvas();
    final int FRAME_HEIGHT = 400;
    final int FRAME_WIDTH = 400;

    public static void main(String args[]) {
        new Main();
    }

    public Main() {
        super("Game");

        JMenuBar menuBar = new JMenuBar();
        JMenu fileMenu = new JMenu("File");
        JMenuItem startMenuItem = new JMenuItem("Pause");
        menuBar.add(fileMenu);
        fileMenu.add(startMenuItem);

        super.add(canvas);
        super.setVisible(true);
        super.setSize(FRAME_WIDTH, FRAME_WIDTH);
        super.setDefaultCloseOperation(JFrame.EXIT_ON_CLOSE);
        super.setJMenuBar(menuBar);
    }
}

Any pointers/tips? Also, where should I put my loop? In my main class, or my GameCanvas class?

Any help is appreciated, thanks.