How to make a modal JFrame?
Don't. Use a modal JDialog -- that's precisely what they're for. You understand of course that a JDialog can hold a complex GUI, as complex as any held by a JFrame.
We often run into posts like these by folks who use a GUI-builder such as NetBeans to help them create their GUI's, and since the second window's code was created by the builder to extend a JFrame, it's very hard for the programmer to go back and change it to a dialog. The way to fix this is to try to gear your Swing code creation towards creation of JPanels, not top-level windows such as JFrames. This way you could use the created JPanel in a JFrame if desired, a JDialog if desired, a JApplet, or even another JPanel, whatever works best for the situation. This will increase your code's flexibility tremendously.
