Since a lot of people have been using the Xith3D GUI stuff, I put together a complete test of the gui. Download the following and extract it somwhere. If you don't have xith3d installed in /xith3d then edit runtest.bat and change the line that says set xith3d=/xith3d to whereever you have it.
This is the code right out of the magicosm project, including the gui artwork which is stored in cosm-default-skin.jar. I have no issues with this code being dispersed since we are allowing our players to build new skins, but the code is our copyright and so is the artwork. http://www.magicosm.net/xith3d/xith3d-gui-demo.zip
The main frame is an alpha bordered window and you can see that the edges are slightly indented from the corners.
Every line of code for the demo is included, excepting the code in Xith3d which you already have. 99 percent of the magic of the GUI is just swing tricks and is unrelated to Xith3D gui. The skinning system reads an XML file and sets up the graphic skin components with the right bitmaps.