Uno dei metodi più semplici.

codice:
import java.awt.*;
import javax.swing.*;
public class TestImm {
	public static final int NEW_W=200;
	public static final int NEW_H=300;
	public static void main(String[] args) {
		
		JFrame frame=new JFrame();
		JPanel p=new JPanel();
		JLabel f=new JLabel();
		Image i=java.awt.Toolkit.getDefaultToolkit().getImage("C:/Documents and Settings/G.Costanz0/Desktop/Logo_.gif");
		
			i=i.getScaledInstance(NEW_W,NEW_H,Image.SCALE_DEFAULT);
		
		Icon icon = new ImageIcon(i);
		frame.getContentPane().add(p);
		f.setIcon(icon);
		p.add(f);
		frame.setBounds(10,10,300,300);
		frame.setVisible(true);
	}
}
Ciao.