The Application.setDefaultMenuBar(JMenuBar) method prevents the JVM from shutting down properly afterward.

OSXApplicationDisposal.java

import com.apple.eawt.Application;

import java.awt.event.WindowAdapter;
import java.awt.event.WindowEvent;

import javax.swing.JButton;
import javax.swing.JFrame;
import javax.swing.JMenu;
import javax.swing.JMenuBar;
import javax.swing.JMenuItem;

/**
 * On OS X, with a screen menu bar, the
 * {@link Application#setDefaultMenuBar(JMenuBar)} method is very useful for
 * presenting a consistent menu bar between JFrames. But it seems that the JVM
 * will does shut down cleanly afterward, even if the default menu bar is reset
 * to null when the window is closed.
 */
public class OSXApplicationDisposal {

	public static void main(final String[] args) {
		System.setProperty("apple.laf.useScreenMenuBar", "true");

		final JMenuBar menuBar = new JMenuBar();
		final JMenu file = new JMenu("File");
		menuBar.add(file);
		final JMenuItem fileNew = new JMenuItem("New");
		file.add(fileNew);

		Application.getApplication().setDefaultMenuBar(menuBar);

		final JFrame frame = new JFrame("My App");
		frame.getContentPane().add(new JButton("Button"));
		frame.addWindowListener(new WindowAdapter() {
			@Override
			public void windowClosing(final WindowEvent e) {
				frame.dispose();
				Application.getApplication().setDefaultMenuBar(null);
			}
		});

		frame.pack();
		frame.setLocation(200, 50);
		frame.setVisible(true);
	}

}