Swing/AWT/SWT :: What Makes Java Wait On JFrame

With a simple "Hello World" application, once the println is executed the application exits and the process goes away.

If a simple Frame application is executed, the Frame is displayed, the println is executed but the application does not exit.

public class Frame3 extends JFrame
{
Frame3() {
setBounds(100,100,300,100);
setDefaultCloseOperation(JFrame.EXIT_ON_CLOSE);
setVisible(true);
}
public static void main(String args[]) {
new Frame3();
System.out.println("You are here");
}
}

It isn't that Java is aware an object exists because if I create a basic non-swing, non-gui object it will exit right after the println.

Q1. What is it that causes Java NOT to exit after creating the JFrame?
Q2. What type of object(s) when created will cause the application to continue running?
Q3. What would I do if I wanted the println statement to be executed only after the JFrame was closed?