public class NonResponsiveWindow extends JFrame
{
  public NonResponsiveWindow ()
  {
    super ();

    setLayout ( new BorderLayout () );
    add ( new JPanel()
    {
      {
        setOpaque ( false );
      }

      public boolean contains ( int x, int y )
      {
        return false;
      }

      public boolean contains ( Point p )
      {
        return false;
      }

      protected void paintComponent ( Graphics g )
      {
        super.paintComponent ( g );

        Graphics2D g2d = ( Graphics2D ) g;
        g2d.setRenderingHint ( RenderingHints.KEY_ANTIALIASING,
            RenderingHints.VALUE_ANTIALIAS_ON );

        g2d.setComposite ( AlphaComposite.getInstance ( AlphaComposite.SRC_OVER, 0.5f ) );
        g2d.setPaint ( Color.GRAY );

        Area area = new Area ( new Ellipse2D.Double ( 0, 0, getWidth (), getHeight () ) );
        area.subtract ( new Area (
            new Ellipse2D.Double ( 25, 25, getWidth () - 50, getHeight () - 50 ) ) );
        g2d.fill ( area );
      }

      public Dimension getPreferredSize ()
      {
        return new Dimension ( 300, 300 );
      }
    } );

    setDefaultCloseOperation ( JFrame.EXIT_ON_CLOSE );
    setAlwaysOnTop ( true );
    setUndecorated ( true );
    AWTUtilities.setWindowOpaque ( this, false );
    pack ();
  }

  public boolean contains ( int x, int y )
  {
    return false;
  }

  public boolean contains ( Point p )
  {
    return false;
  }

  public static void main ( String[] args )
  {
    new NonResponsiveWindow ().setVisible ( true );
  }
}

А если например после получаения сигнала воспроизводить его но уже для другово окна?