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Exiting out of one of two JFrame exits out of both

I have two seperate JFrames but when i click the X in the topright of one, it will exit out of the other also. I have an "exit" button near the bottom to do setVisible(false), but i still have the tendency to use the x button. How would i make it so that it doesnt cancel out of the entire project?
Also, how would i make it so that the second JFrame locks out of the other JFrame untill the second JFrame is closed, like how a popup message works

Don't give your GUI two JFrames. The GUI ideally should have only one GUI. If a separate window is required, then make it a dialog such as a JDialog, and this won't happen.
Also, how would i make it so that the second JFrame locks out of the other JFrame untill the second JFrame is closed, like how a popup message works
You are perfectly describing the behavior of a modal JDialog or JOptionPane. Just use 'em.
Later we'll chat about using CardLayouts to swap views in a single GUI.
Edit, you state:
Im using Netbeans form editor to create them faster but I only see JFrame and JPanel. Can I edit them in Netbeans? I'd rather not do them through scratch Java
You've touched on another zealous belief of mine, that this is yet another reason not to use a code generator when learning a library as one can get too tied into the code generator, that it prevents one from learning the library. I strongly advise you to put aside your code-generation tool and create by hand, referring to the tutorials and API. Then later when you get more familiar with the library, sure use the tool. By the way, an answer to your direct question here is to gear your GUI's to create JPanels, and then use these JPanels where and how you want them -- in JFrames, or JDialogs, or JOptionPanes, or swapped in CardLayouts, or JTabbedPanes or nested in other JPanels,... etc...

You should be using a modal JDialog, not a second JFrame, because JDialogs provide certain functionality such as not adding another window bar to the taskbar, and automatically setting focus when the parent JFrame receives focus. Modal JDialogs prevent user input to the JFrame while it's open, useful for an "Are you sure you want to exit?" dialog, for example.
As for one JFrame exiting the other, you probably have their default close operation set to EXIT_ON_CLOSE. If you do this:
jframe.setDefaultCloseOperation(JFrame.DO_NOTHING_ON_CLOSE);
jframe.addWindowListener(new WindowAdapter(){
public void windowClosing(WindowEvent we){
handleUserWantsToCloseWindow();
}
});
Then you can control what happens when the user wants to close, such as popping up a "Save Changes?" modal JDialog or "Are you sure you want to quit?" modal JDialog. Note that you have to manually dispose of the JFrame if you use this method.

How to properly hide a JFrame

I have a very simple JFrame window that contains one button: No.
In the main function I set setVisible(true); my JFrame and in the No button listener I want to close the window so I set the visibility to false: setVisible(false); and after that I do System.exit(0); in order to prevent possible memory leaks when running the program many times.
I have two questions:
Do I really need to System.exit(0); in the above case?
If I have this JFrame as a popup window, I can't really use System.exit(0); because this will terminate the whole program. So how can I properly close the popup window and stay in the main JFrame window? (Now I close it only by setVisible(false); and when I do it several times through the program execution, the program turns very slow).

use CardLayout
if is there real reason for another popup container
use JDialog with parent to JFrame, with setModal / ModalityTypes
create only one JDialog and to reuse this one JDialog by getContentPane#removeAll()
use JOptionPane for simple users interaction
put both together, above two points, to use CardLayout for popup JDialog with parent to JFrame, notice after switch from one card to another could be / is required to call JDialog.pack()

setVisible will cause slowdown
dispose will cause slowdown
System.exit will close entire JVM
Therefore, you should reuse a single JFrame or JDialog.
In the button's ActionListener, invoke frame.setVisible(false);. Then instead of creating a new frame just do frame.setVisible(true);. If you want to change the contents of the frame, there is the function frame.getContentPane().removeAll();.

Just add this: JFrame.setDefaultCloseOperation(DISPOSE_ON_CLOSE).
Note: The default option for JFrame is HIDE_ON_CLOSE.

You can use the dispose() method of the JFrame class to close the frame and release all resources associated with it, including its child components.

Why doesn't the JDialog constructor center itself over the specified owner component?

Using this JDialog constructor, where I specify the owning JFrame instance, I find that the JDialog is not centered over it's owner component. Instead, it appears in the top-left corner. In order to get this to work, I must specify the owner component in the setLocationRelativeTo method.
Why is this?
Work Environment:
Dual monitors
Windows XP OS
JDK 1.6.0_29
Note that for the JFrame instance, I use setLocationRelativeTo(null).

JDialog is very general I think. If you want quick ways to pop a general dialog box then look at JOptionPane. It has methods to easily create a centred JDialog component or immediately pop up a blocking dialog window.
e.g.
JDialog dialog = new JOptionPane("message", JOptionPane.INFORMATION_MESSAGE)
.createDialog(jFrameOwner, "window title");
Though you probably really want to look at the JOptionPane.showXxxDialog static methods. Very useful and convenient.
And you may wish to take a look at the dialog tutorial. All the dialogs produced by the java web start application can be produced using the JOptionPane class.

Sounds like a design decision. Sometimes you want to give the dialog a reference to it's parent, without to center the location over it.

How to restrict the focus of JFrame in Swing?

I have a parent JFrame it contain a JButton. functionality of that button is to open another window.
I want to restrict the focus of window, means after closing the second window's focus should come into first window(parent). And focus should not come to first window if second window is open.

You should make your second window modal. That said, you'd probably want to make it a JDialog.

yes its possible but workaround for two or more JFrames, but for full funcionalities is needed lots of code,
standard would be one JFrame and another TopLayoutContainers could be JDialog then you can easily play with parent and modalities, toFront , setAlwaysOnTop

As shinoku stated, you can use a modal. However if you have to use a JFrame, you have to implement a WindowListener for the new JFrame. In that implementation for the windowClosing() method you can say originalJFrame.requestFocus(). Of course, your constructor of the WindowListener must be supplied with a reference to the original frame as well.

Java: If a custom JDialog is hidden, is focus returned back to its parent?

I am creating a custom JDialog. I need to hide the JDialog (without removing it from memory) so that its parent can call a method on the JDialog (getResults()).
JDialog dialog = new JDialog(.....);
///Code WITHIN JDialog:
{
//JDialog opens and its actions are performed
this.setVisible(false); //Does this allow the parent to gain focus once more?
}

It depends: whether JDialog modaless is or not. And also if you extend JDialog then:
Yes.
If it will disable focusing other windows, it will release this constraint when the JDialog is hidden. If the JDialog is visible again, it will be impossible to focus the other windows again.