Do you override the paint(..) method of your JFrame? The coordinates seem to be in the coordinate space of the window/JFrame, where 0/0 includes the non-client area (the close box, title bar and so on).
You should create a separate component and add this to the content pane of your main frame - just a very tiny example - note that I am using paintComponent(..):
public static class MyPanel extends JPanel {
@Override
protected void paintComponent(final Graphics g) {
super.paintComponent(g);
final Graphics2D g2 = (Graphics2D) g;
g2.setColor(Color.BLUE);
g2.draw(new Rectangle2D.Float(8,8, 128, 64));
}
}
Add to JFrame content pane (use default or custom LayoutManager):
public class MyFrame extends JFrame {
public MyFrame() {
...
// since JDK 1.4 you do not need to use JFrame.getContentPane().add(..)
this.add(new MyPanel());
}
}
This should do the trick. Here's the corresponding section of the Java SE tutorial.