Java JOptionPanel change text field with TAB

So I don't really know anything about Frames, Windows, or Panels.. I just got interested in Java because a coworker is doing classes in it. I know some other languages but never did GUI things...I literally just got NetBeans, and drew up a dialog using it's Design view.

All I want is for the TAB key to go to the next textfield. What's the simple way?

package com.neutronscott;
import javax.swing.JOptionPane;
public class hw1 {
    public static void main(String[] args) {
        InputPanel myPanel = new InputPanel();
        JOptionPane.showMessageDialog(null, myPanel);
        System.out.println("Name: " + myPanel.getFirstName() + " " myPanel.getLastName());
    }
    
}

That's all I got. The dialog that it created is a lot. I'll keep it brief:

package com.neutronscott;

public class InputPanel extends javax.swing.JPanel {

    public InputPanel() {
        initComponents();
    }

    /**
     * This method is called from within the constructor to initialize the form.
     * WARNING: Do NOT modify this code. The content of this method is always
     * regenerated by the Form Editor.
     */
    @SuppressWarnings("unchecked")
    // <editor-fold defaultstate="collapsed" desc="Generated Code">                          
    private void initComponents() {

        jScrollPane2 = new javax.swing.JScrollPane();
        firstName = new javax.swing.JTextPane();
        jScrollPane3 = new javax.swing.JScrollPane();
        lastName = new javax.swing.JTextPane();
        jScrollPane4 = new javax.swing.JScrollPane();
        age = new javax.swing.JTextPane();
        jLabel1 = new javax.swing.JLabel();
        jLabel2 = new javax.swing.JLabel();
        jLabel3 = new javax.swing.JLabel();

        jScrollPane2.setViewportView(firstName);

        jScrollPane3.setViewportView(lastName);

        jScrollPane4.setViewportView(age);

        jLabel1.setText("First Name");

        jLabel2.setText("Last Name");

        jLabel3.setText("Age");

        javax.swing.GroupLayout layout = new javax.swing.GroupLayout(this);
        this.setLayout(layout);
        layout.setHorizontalGroup(
            layout.createParallelGroup(javax.swing.GroupLayout.Alignment.LEADING)
            .addGroup(layout.createSequentialGroup()
                .addContainerGap()
                .addGroup(layout.createParallelGroup(javax.swing.GroupLayout.Alignment.LEADING)
                    .addGroup(layout.createParallelGroup(javax.swing.GroupLayout.Alignment.TRAILING)
                        .addComponent(jLabel1)
                        .addComponent(jLabel2))
                    .addComponent(jLabel3))
                .addPreferredGap(javax.swing.LayoutStyle.ComponentPlacement.RELATED)
                .addGroup(layout.createParallelGroup(javax.swing.GroupLayout.Alignment.LEADING)
                    .addComponent(jScrollPane2, javax.swing.GroupLayout.PREFERRED_SIZE, 288, javax.swing.GroupLayout.PREFERRED_SIZE)
                    .addComponent(jScrollPane3, javax.swing.GroupLayout.PREFERRED_SIZE, 288, javax.swing.GroupLayout.PREFERRED_SIZE)
                    .addComponent(jScrollPane4, javax.swing.GroupLayout.PREFERRED_SIZE, 40, javax.swing.GroupLayout.PREFERRED_SIZE))
                .addContainerGap(javax.swing.GroupLayout.DEFAULT_SIZE, Short.MAX_VALUE))
        );
        layout.setVerticalGroup(
            layout.createParallelGroup(javax.swing.GroupLayout.Alignment.LEADING)
            .addGroup(layout.createSequentialGroup()
                .addContainerGap()
                .addGroup(layout.createParallelGroup(javax.swing.GroupLayout.Alignment.LEADING)
                    .addComponent(jScrollPane2, javax.swing.GroupLayout.PREFERRED_SIZE, javax.swing.GroupLayout.DEFAULT_SIZE, javax.swing.GroupLayout.PREFERRED_SIZE)
                    .addComponent(jLabel1))
                .addPreferredGap(javax.swing.LayoutStyle.ComponentPlacement.RELATED)
                .addGroup(layout.createParallelGroup(javax.swing.GroupLayout.Alignment.LEADING)
                    .addComponent(jLabel2)
                    .addComponent(jScrollPane3, javax.swing.GroupLayout.PREFERRED_SIZE, javax.swing.GroupLayout.DEFAULT_SIZE, javax.swing.GroupLayout.PREFERRED_SIZE))
                .addPreferredGap(javax.swing.LayoutStyle.ComponentPlacement.RELATED)
                .addGroup(layout.createParallelGroup(javax.swing.GroupLayout.Alignment.LEADING)
                    .addComponent(jScrollPane4, javax.swing.GroupLayout.PREFERRED_SIZE, javax.swing.GroupLayout.DEFAULT_SIZE, javax.swing.GroupLayout.PREFERRED_SIZE)
                    .addComponent(jLabel3))
                .addContainerGap(javax.swing.GroupLayout.DEFAULT_SIZE, Short.MAX_VALUE))
        );
    }// </editor-fold>                        
  
    /**
     *
     * @return the java.lang.String
     */
    public String getFirstName() {
        return this.firstName.getText();
    }
    public String getLastName() {
        return this.lastName.getText();
    }
    public Integer getAge() {
        return Integer.parseInt(this.age.getText());
    }
    
    // Variables declaration - do not modify                     
    private javax.swing.JTextPane age;
    private javax.swing.JTextPane firstName;
    private javax.swing.JLabel jLabel1;
    private javax.swing.JLabel jLabel2;
    private javax.swing.JLabel jLabel3;
    private javax.swing.JScrollPane jScrollPane2;
    private javax.swing.JScrollPane jScrollPane3;
    private javax.swing.JScrollPane jScrollPane4;
    private javax.swing.JTextPane lastName;
    // End of variables declaration                   
}

---------- Post updated 10-24-14 at 12:11 AM ---------- Previous update was 10-23-14 at 10:08 PM ----------

I'm thinking probably because it needs a JFrame around it to inherit all the default focus stuff.