Can't change the colors in my Frame

From: JS (dsa._at_asdf.com)
Date: 11/27/04 

Date: Sat, 27 Nov 2004 21:24:18 +0100

I would like to get a blue background color in my frame. But I can only get
white.

import javax.swing.*;
import java.awt.*;

class Frame
{
  public static void main(String[] args)
  {
    JFrame frame = new JFrame();
    frame.getContentPane().add(new Panel());
    frame.setTitle("Tegninger");
    frame.setBackground(Color.blue);
    frame.setSize(800, 600);
    frame.setVisible(true);
  }
}

class Panel extends JPanel
{
  public void paintComponent(Graphics g)
  {

    //a) 4 concentric circles

    g.drawOval(380,280,40,40);
    g.drawOval(370,270,60,60);
    g.drawOval(360,260,80,80);
    g.drawOval(350,250,100,100);

    //b) Transperant, 3-dimensional cube

    g.drawRect(150,300,100,100);
    g.drawRect(200,350,100,100);
    g.drawLine(150,300,200,350);
    g.drawLine(150,400,200,450);
    g.drawLine(250,300,300,350);
    g.drawLine(250,400,300,450);

    //c) Three eggs, stacked on top of one another

    g.drawOval(500,400,40,60);
    g.drawOval(500,340,40,60);
    g.drawOval(500,280,40,60);

    //d) Snowman

    g.drawOval(600,400,100,80);
    g.drawOval(608,331,80,70);
    g.drawOval(613,272,65,60);
    g.drawRect(620,221,50,50);
    g.drawLine(590,272,700,272);
  }
}

JS