Exclusive Java Full Screen Mode

I made my application full-screen in exclusive mode, but when I show the input dialog, the application is minimized. I want the application to remain full-screen and the input dialog to be displayed on top of it.

This is how I show my application in full screen:

setUndecorated(true);
GraphicsEnvironment ge = GraphicsEnvironment.getLocalGraphicsEnvironment();
GraphicsDevice gs = ge.getDefaultScreenDevice();
gs.setFullScreenWindow(this);
validate();

Edit:

This is how I open the dialog:

JOptionPane.showMessageDialog(StartingPoint.this,txt, "You are on: " + planet, JOptionPane.INFORMATION_MESSAGE, icon);