Thread stuck in state NEW?

Hi all, I was planning on doing some swing testing, but ran into a
thread issue instead. The problem is a small anonymous thread class I
create stays stuck in state NEW, even though it apparently runs an
completes.

package crazythreads;

import javax.swing.JOptionPane;

public class Main
{
     public static void main(String[] args)
     {
         Main test = new Main();
         System.out.println( test.thready() );
     }

     private String thready()
     {
         String result = null;
         Thread t = new Thread(){
             public void run() {
                 //result = (String)JOptionPane.showInputDialog(
                 JOptionPane.showInputDialog(
                         null,"Enter a random string:");
             }
         };
         javax.swing.SwingUtilities.invokeLater(t);
         try {
             while( t.getState() == Thread.State.NEW ) // STUCK HERE
                 Thread.sleep(100);
             while( t.getState() != Thread.State.TERMINATED)
                 t.join(100);
         } catch( Exception ex) {ex.printStackTrace();}
         if( result == null )
             return "No result.";
         return result;
     }
}

The debugger shows the main thread stepping through the while loop at
the comment STUCK HERE. The Thread, t, does run: I see it's dialog box
come up, I enter a value and press OK. So it should at some point be in
  one of the running states (probably blocked on IO). Before adding the
while loops, the main thread did not wait (at the t.join()) and just
proceeded on to return "No Result." We can ignore the issues with
result for now. ;-)

Anyone got any ideas? Being stuck in state NEW just confuses the heck
out of me. Did I blow a conditional test somewhere?