Scenario:
1) Create a new JFrame.
2) Click the JButton in the Palette.
3) While holding the SHIFT key click anywhere inside the frame. The result will
be a button placed at the same place where you clicked.
4) Click in another place of the frame to place the second button. The result is
that the button will not be placed where you clicked.

When you click the mouse while pressing the shift key, the place holder becomes
offset from the mouse cursor as if the mouse was at the top left corner of the
frame when you clicked it.

This problem happens when you use Null layout or AbsoluteLayout.