I suggest you use NetBeans and create a project using the "Swing Desktop Application" pre-existing template.
It will create the basic infrastructure for your app including a main window with a menu and status bar with a progress bar, about box, event handlers, etc, all pre-wired.
What's nice about it for example is that the progress bar is already configured to listen to any action task that you create, so by simply creating a new action task, you get a working progress bar that will run when the task executes, without having to code it.
Furthermore, you get a visual drag-and drop Editor that certainly sometimes can be frustrating when it comes to resizing and layouts, but for simple layouts is very good and easy to use. You'll be able to create an interface in no time.
For more info see here.
