JOptionPane without button

How about this way using showOptionDialog, maybe not showMessageDialog, but the same thing when we have no buttons or place to enter text (downfall is it can be closed by user):

  JOptionPane.showOptionDialog(null, "Hello","Empty?", JOptionPane.DEFAULT_OPTION,JOptionPane.INFORMATION_MESSAGE, null, new Object[]{}, null);

UPDATE

Here is another way, it uses JOptionPane and JDialog (even better as it is uncloseable by user):

final JOptionPane optionPane = new JOptionPane("Hello world", JOptionPane.INFORMATION_MESSAGE, JOptionPane.DEFAULT_OPTION, null, new Object[]{}, null);

final JDialog dialog = new JDialog();
dialog.setTitle("Message");
dialog.setModal(true);

dialog.setContentPane(optionPane);

dialog.setDefaultCloseOperation(JDialog.DO_NOTHING_ON_CLOSE);
dialog.pack();

//create timer to dispose of dialog after 5 seconds
Timer timer = new Timer(5000, new AbstractAction() {
    @Override
    public void actionPerformed(ActionEvent ae) {
        dialog.dispose();
    }
});
timer.setRepeats(false);//the timer should only go off once

//start timer to close JDialog as dialog modal we must start the timer before its visible
timer.start();

dialog.setVisible(true);

Looks like David came up with something to satisfy your requirement of "No buttons".

Having said that, it sounds like you may need to clarify what are you real requirements. Is it really required that the dialog be un-closeable, or is that there is no button to close the dialog? JOptionPane and JDialog have a close button like a standard window.