There are some rules about how you should never touch Swing objects from outside the Swing thread once they've been realized. I always ignore these rules, but it could well be you've been bitten by them under Mac OS.
As a step in the officially right direction, try to not do setVisible() until you've assembled the whole thing, i.e. at the bottom of the constructor.
Reference material: http://www.math.vu.nl/~eliens/documents/java/tutorial/ui/swing/threads.html