I posted this code in another thread, but I will repost it here.
[Moderator's note: No need to repost, I prefer to put a link to the other thread, which could be easily found!]
second (another) program window in processing?

Has the linked-to page been changed?

I see:

Requested URL not found!

It looks like it...
I've no clue where I got this, it's from the old forum but an example which creates a second window:

1. PFrame f;
2. secondApplet s;
3. void setup() {
4.  size(320, 240);
5.  PFrame f = new PFrame();
6. }
7. void draw() {
8.   background(255,0,0);
9.    fill(255);
10.    rect(10,10,frameCount0,10);
11.    s.background(0, 0, 255);
12.    s.fill(100);
13.    s.rect(10,20,frameCount0,10);
14.    s.redraw();
15. }
16. public class PFrame extends Frame {
17.     public PFrame() {
18.         setBounds(100,100,400,300);
19.         s = new secondApplet();
20.         add(s);
21.         s.init();
22.         show();
23.     }
24. }
25. public class secondApplet extends PApplet {
26.     public void setup() {
27.         size(400, 300);
28.         noLoop();
29.     }
30.     public void draw() {
31.     }
32. }

I suppose a link would be easier...