Už to funguje.

import java.awt.Color;
import java.awt.Toolkit;
import javax.swing.JFrame;
import javax.swing.JPanel;
import javax.swing.JProgressBar;
import javax.swing.SwingUtilities;


public final class Test extends javax.swing.JFrame {

private static void Test() {
JFrame frame = new JFrame();
frame.setSize(Toolkit.getDefaultToolkit().getScree nSize());
frame.dispose();
frame.setUndecorated(true);
frame.setVisible(true);
frame.setLayout(null);
JProgressBar bar = new JProgressBar(1,10, 100);
frame.getContentPane().add(bar);
bar.setBounds(10, 100, 10, 100);
bar.setValue(50);
bar.setForeground(Color.RED);
bar.setBackground(Color.WHITE);
}

public static void main(String[] args) {
SwingUtilities.invokeLater(new Runnable() {
@Override
public void run() {
Test();
}
});
}
}