I know the answer. Firstly, I have to admit that the following trick won't work if you are making video or movie player or animation player. OK here is what i found after many tries:
Let's say that you want to make a JFrame (called frame) fullscreen when you press a button (called fullscreenButton).Then do the following :
import java.awt.*; 
import javax.swing.*;   
public class FullscreenJFrame extends JFrame{
    private JPanel contentPane = new JPanel();
    private JButton fullscreenButton = new JButton("Fullscreen Mode");
    private boolean Am_I_In_FullScreen = false;
    private int PrevX,PrevY,PrevWidth,PrevHeight;
    public static void main(String[] args) {
         FullscreenJFrame frame = new FullscreenJFrame();
         frame.setDefaultCloseOperation(JFrame.EXIT_ON_CLOSE);
         frame.setSize(600,500);
         frame.setVisible(true);
    }
    public FullscreenJFrame(){
        super("My FullscreenJFrame");
        setContentPane(contentPane);
        //From Here starts the trick
        FullScreenEffect effect = new FullScreenEffect();
        fullscreenButton.addActionListener(effect);
        contentPane.add(fullscreenButton);
        fullscreenButton.setVisible(true);
    }
    private class FullScreenEffect implements ActionListener{
        @Override
    public void actionPerformed(ActionEvent arg0) {
         // TODO Auto-generated method stub
             if(Am_I_In_FullScreen == false){
                      PrevX = getX();
          PrevY = getY();
          PrevWidth = getWidth();
          PrevHeight = getHeight();
          dispose(); //Destroys the whole JFrame but keeps organized every Component                               
                      //Needed if you want to use Undecorated JFrame
                      //dispose() is the reason that this trick doesn't work with videos
                      setUndecorated(true);
              setBounds(0,0,getToolkit().getScreenSize().width,getToolkit().getScreenSize().height);
            setVisible(true);
                            Am_I_In_FullScreen = true;
              }
               else{
                    setVisible(true);
                    setBounds(PrevX, PrevY, PrevWidth, PrevHeight);
                    dispose();
        setUndecorated(false);
        setVisible(true);
                    Am_I_In_FullScreen = false;
               }
    }
    }
}
I hope you enjoyed it