How can I do full screen in Java on OSX

I've been trying and failing to use the java full screen mode on the primary display of an OSX system. Whatever I've tried I can't seem to get rid of the 'apple' menu bar from the top of the display. I really need to paint over the entire screen. Can anyone tell me how to get rid of the menu?

I've attached an example class which exhibits the problem - on my system the menu is still visible where I would expect to see a completely blank screen.

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

public class FullScreenFrame extends JFrame implements KeyListener {

    public FullScreenFrame () {
        addKeyListener(this);
        setUndecorated(true);
        GraphicsDevice gd = GraphicsEnvironment.getLocalGraphicsEnvironment().getDefaultScreenDevice();

        if (gd.isFullScreenSupported()) {
            try {
                gd.setFullScreenWindow(this);
            }
            finally {
                gd.setFullScreenWindow(null);
            }
        }
        else {
            System.err.println("Full screen not supported");
        }

        setVisible(true);
    }

    public void keyTyped(KeyEvent e) {}
    public void keyPressed(KeyEvent e) {}
    public void keyReleased(KeyEvent e) {
        setVisible(false);
        dispose();
    }

    public static void main (String [] args) {
        new FullScreenFrame();
    }
}