AFAIK there's no sensible way to merge cells. The only work-around is to use a custom cell renderer and work out what to display in each of the individual cells so it looks like they are combined into one. - not easy or elegant, but possible.
Setting background color for individual cells is also a custom cell renderer thing, bit this time it's fairly straightforward.
http://download.oracle.com/javase/tutorial/uiswing/components/table.html#renderer
JamesCherrill
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