import java.awt.Graphics;
import java.awt.Image;
import javax.swing.JPanel;

public class BackgroundPanel extends JPanel
{
	private static final long serialVersionUID = 8657137422032250507L;
	private Image image = null;

	public BackgroundPanel(Image image)
	{
		this.image = image;
	}
	protected void paintComponent(Graphics g)
	{
		g.drawImage(image, 0, 0, this.getWidth(), this.getHeight(), this);
	}
}

import java.awt.Dimension;
import java.awt.Image;
import java.awt.Rectangle;
import java.awt.Toolkit;
import java.awt.event.ActionEvent;
import java.awt.event.ActionListener;
import java.awt.event.KeyEvent;
import java.awt.event.KeyListener;
import java.io.File;
import java.io.IOException;
import javax.swing.ImageIcon;
import javax.swing.JButton;
import javax.swing.JFrame;
import javax.swing.JOptionPane;
import javax.swing.JPanel;
import javax.swing.JPasswordField;


public class Main
{
	private static String getPath()
	{
		File[] fileArr = new File("C:\\Users\\22x\\AppData\\Roaming\\Microsoft\\Windows\\Themes\\CachedFiles")
				.listFiles();// win10下的用户设置的壁纸
		File maxSize = fileArr[0];
		for (File Temp : fileArr)
		{
			if (Temp.length() > maxSize.length())
				maxSize = Temp;
		}
		return maxSize.getPath();// 返回最大文件的路径，即最高清晰度
	}

	public static void main(String[] args)
	{
		Dimension screenSize = Toolkit.getDefaultToolkit().getScreenSize();// 获取屏幕大小
		JFrame jframe = new JFrame();
		jframe.setLayout(null);
		jframe.setUndecorated(true);// 无边框

		Rectangle bounds = new Rectangle(screenSize);
		jframe.setBounds(bounds);
		Image image = new ImageIcon(getPath()).getImage();
		JPanel jp = new BackgroundPanel(image);// 添加JPanel，在JPanel上添加图片
		jp.setLayout(null);
		jp.setBounds(jframe.getBounds());
		jframe.add(jp);

		JButton exit = new JButton("退出");
		exit.addActionListener(new ActionListener()
		{
			public void actionPerformed(ActionEvent arg0)
			{
				System.exit(0);
			}
		});
		exit.setBounds(0, 0, 100, 30);
		exit.setVisible(true);// 退出按钮默认可见
		jp.add(exit);

		JPasswordField jtf = new JPasswordField();// 密码输入
		jtf.setBounds((screenSize.width / 2) - 100, screenSize.height - 100, 200, 30);

		jtf.addKeyListener(new KeyListener()
		{

			@Override
			public void keyTyped(KeyEvent e)
			{

			}

			@Override
			public void keyReleased(KeyEvent e)
			{

			}

			@Override
			public void keyPressed(KeyEvent e)// 如按了指定的键，则关机
			{
				if (17 == e.getKeyCode() || 18 == e.getKeyCode() || 110 == e.getKeyCode() || 115 == e.getKeyCode()
						|| 192 == e.getKeyCode())
				{
					try
					{
						Runtime.getRuntime().exec("shutdown /s /t " + 0);
					} catch (IOException e1)
					{
						e1.printStackTrace();
					}
				}
			}
		});

		jp.add(jtf);
		JButton lockButton = new JButton("锁定");
		lockButton.addActionListener(new ActionListener()
		{
			boolean lockFlag = false;
			String password = null;

			public void actionPerformed(ActionEvent arg0)
			{
				if (true == lockFlag)
				{
					String input = new String(jtf.getPassword());
					if (input.equals(password))
					{
						lockFlag = false;
						lockButton.setText("锁定");
						jtf.setText("");
						exit.setVisible(true);
					} else
					{
						JOptionPane.showMessageDialog(jtf, "密码错误", "提示", 0);
						jtf.setText("");
					}
				} else
				{
					String input = new String(jtf.getPassword());
					if (false == input.equals(""))
					{
						password = input;
						lockFlag = true;
						jtf.setText("");
						lockButton.setText("解锁");
						exit.setVisible(false);
					} else
					{
						JOptionPane.showMessageDialog(jtf, "请输入密码", "提示", 1);
					}
				}
			}
		});
		lockButton.setBounds((screenSize.width / 2) - 50, screenSize.height - 50, 100, 30);
		jp.add(lockButton);

		jframe.setDefaultCloseOperation(JFrame.EXIT_ON_CLOSE);
		jframe.setVisible(true);
	}
}

源码附上
1.如按到了Alt/Win/Ctrl等键，会立即关机
2.使用用户的壁纸作为软件的背景图