I know setVisible(false),dispose(),but they can't really close a JDialog. When I have the other thread stop, the thread of the JDialog still runs.
And I can't use System.exit(0),because the other thread needs run for a while.
Following the code, I finally resolve the problem by System.exit(0) at the end of the program.
public class CsUpdateCtrl {
/**
 * 升级service
 */
private CsUpdateService service;
private CsUpdateCtrl() {
    this.service = (CsUpdateService) RmiUtil.getBean(RmiUtil.Service.csupdate);
}
private static final Logger log = Logger.getLogger(CsUpdateCtrl.class.getName());
public static void main(String[] args) throws IOException {
    LogUtil.read();
    log.info("进入自动更新系统");
    CsUpdateCtrl ctrl = null;
    try {
        ctrl = new CsUpdateCtrl();
    } catch (Exception e) {
        SwingUtil.lookAndFeel();
        SwingUtil.message("无法连接服务器!");
        log.info("无法连接服务器:" + e.getMessage());
        return;
    }
    ctrl.start(ctrl.service.version());
}
/**
 * 根据版本号判断是否更新,更新完毕则启动程序
 */
private void start(int version) {
    PropertyIO io = new PropertyIO();
    String oldVersion = io.get(PropertyKey.version);
    String serverAddress = io.get(PropertyKey.serverAddress);
    if (oldVersion == null || !oldVersion.equals(String.valueOf(version))) {// 版本号不相等,下载更新程序
        log.info("下载更新…");
        DownLoad download1 = new DownLoad("http://" + serverAddress + "sdxg-csupdate/sdxg-csclient/sdxg-csclient.jar", "sdxg-csclient\\sdxg-csclient.jar");
        Thread t1 = new Thread(download1);
        DownLoad download2 = new DownLoad("http://" + serverAddress + "sdxg-csupdate/sdxg-csclient/lib/sdxg-web.jar", "sdxg-csclient\\lib\\sdxg-web.jar");
        Thread t2 = new Thread(download2);
        t1.start();
        t2.start();
        SwingUtil.lookAndFeel();
        final DownloadView dialog = new DownloadView(new javax.swing.JFrame(), true);
        java.awt.EventQueue.invokeLater(new Runnable() {
            @Override
            public void run() {
                dialog.setVisible(true);
            }
        });
        // 结果判断
        // 若未完成,则不进行下一步
        while(!download1.result.finish() || !download2.result.finish()) {
            // do nothing
        }
        if(download1.result == Result.Complete && download2.result == Result.Complete) {// 更新完成
            // 版本号写入配置文件
            io.write(PropertyKey.version, String.valueOf(version));
            // Nothing is usefull here, include dispose,dispatchEvent and so on
            // 启用应用程序
            log.info("启用应用程序");
            this.runApp();
            System.exit(0);// well, this is usefull
        } else {// 更新失败
            // Nothing is usefull here, include dispose,dispatchEvent and so on
            JOptionPane.showMessageDialog(null, "下载应用程序失败!");
            log.info("下载应用程序失败!");
            System.exit(0);// well, this is usefull
        }
    }else {// 版本号一样
        log.info("启用应用程序");
        this.runApp();
    }
}
/**
 * 运行客户端程序
 */
private void runApp() {
    try {
        Runtime.getRuntime().exec("java -jar " + "sdxg-csclient\\sdxg-csclient.jar");
    } catch (IOException ex) {
        JOptionPane.showMessageDialog(null, "启动应用程序失败!");
        log.info(LogUtil.ex(ex, "启动应用程序失败!"));
    }
}
/**
 * 线程执行的结果
 */
enum Result {
    Complete,
    UnComplete,
    Fail;
    public boolean finish() {
        return this != UnComplete;
    }
}
/**
 * 下载文件
 * @param urlName
 * @param fileName
 * @throws MalformedURLException
 * @throws IOException 
 */
class DownLoad implements Runnable {
    private String urlName;
    private String fileName;
    Result result = Result.UnComplete;
    public DownLoad(String urlName, String fileName) {
        this.urlName = urlName;
        this.fileName = fileName;
    }
    @Override
    public void run() {
        try {
            URL url = new URL(urlName);
            HttpURLConnection connection = (HttpURLConnection) url.openConnection();
            InputStream is = connection.getInputStream();
            BufferedInputStream bis = new BufferedInputStream(is);
            FileOutputStream fos = new FileOutputStream(fileName);
            int n = -1;
            while ((n = bis.read()) != -1) {
                fos.write(n);
            }
            fos.flush();
            fos.close();
            bis.close();
            is.close();
            result = Result.Complete;
        } catch (Exception ex) {
            result = Result.Fail;
        }
    }
}
 
     
     
    