Swing dialog(?) question

Hello everyone,

The gui I have created has become too crowded with buttons and sliders
and such, so I want to move much of the control to a menu bar. I
understand how to create a menu bar, but I have a general question
about how to use the menu bar effectively. In many windows programs,
when you click on "Save As", a new window pops up containing the gui
specific to saving. This is the kind of control I want to develop;
clicking "Draw Options" from a menu bar will bring up a window with a
Scale slider, and a Rotate slider, etc.

I am thinking of doing this by having the menu bar button create a new
JPanel which contains the appropriate controls. Is this a reasonable
approach, or is there a more standard/ efficient way of creating these
kinds of control boxes? Also, are these "Save As" boxes called dialog
boxes, or something else?

Eric

BTW, I don't need any code examples, just a little perspective on which
direction to head with this. Thank you.

.