Is there any way I can place a video in a JFrame/JPanel? Can someone point me to a tutorial, I can't find anything useful through Google.

I installed JMF, now how do I get it to work with netbeans? Or does it just plugin automatically?

It works just like any other Java library. Perhaps you can install a player bean in Netbeans, I don't know, but really it's just an API. Use it like any other API.

Read the extensive docs if you're unsure of how to work with it.