If you are using SLF4J and Logback, you can configure an appender to send detailed error reports to a Ctrlflow Automated Error Reporting server (which offers filtering and aggregation of incoming reports + dashboards + email digest). This blog post has all the information on how to configure Logback accordingly.
If you want to present your user with a confirmation dialog first, you may have to extend the existing appender, though – unless your “Desktop Java application” is an “Eclipse Rich Client Platform applications.” In that case the work has already been done for you. See this webinar for more information.