JComboBox - Different Choices Depending On Selection Made

I am stuck trying to build a relatively "simple" GUI. The GUI should have one JComboBox that allows the user to pick from one of three locations. Then based on their choice, another JComboBox should be generated with another set of choices. The key is that the second ComboBox should have different choices depending on the selection made in the first one. So, in theory, the logic should be something like:

//create new JComboBox array of strings "locations"
//create new JComboBox array of strings "costToTravelThere"
//if user picks location 1 from the first ComboBox
then add the second ComboBox with options specific to that first location
else if user picks location 2 from first ComboBox
then add the second ComboBox with options specific to that second locatoin

I understand how to do the basic stuff, like create the JFrame and the actual panels and ComboBoxes, etc. What I don't understand is how to implement the second ComboBox dependent on the first one. I'm not very experience with Listeners and such, and I'm sure that's a big part of this.