Images Not Loading

I usually code in PHP, C++ and ActionScript.I'm trying to follow an example of how to add images to a full screen application. What he does is that he adds a JPG background image, and then 4 PNG images. I tried to do it like I always do, by writing the code by myself looking at the book. It didn't work. I searched for errors in the code, changed some things, tried different things, but it didn't work. Then I tried to use his own code, that I downloaded from his website. That didn't work either.. I tried to find another way to add an image, and I can't seem to figure out a way to implement images in any other way into this class that's written in this book.. My Java programming level isn't just high enough.

Here's the code for the file where the images load, downloaded from the authors website (I've modified the brackets and some spaces so that it becomes easier to read):

Java Code:

import java.awt.*;
import javax.swing.ImageIcon;
import javax.swing.JFrame;
public class ImageTest extends JFrame {
public static void main(String[] args) {
DisplayMode displayMode;

[code]....