JFrame demo = new JFrame();

 demo.addKeyListener(

     new KeyListener(){

             public void keyReleased(KeyEvent e) {

                  if (e.getKeyCode() == KeyEvent.VK_ESCAPE ) {

                                 UIHelper.closeWindow(demo);

                    }

             }

             public void keyTyped(KeyEvent e) {

             }

             public void keyPressed(KeyEvent e) {

             }

 });