You definitely want a JPanel, not a JFrame, to embed this inside the actual window. When you went down that road, are you sure you added all of your components to the stack correctly?
What serialization/other errors are you getting? Full stacktrace is helpful.
Scanning the java doc for EmbeddedMediaPlayer briefly, you want to make sure release is called by your component. If you extend AbstractVisionPanel you’ll get an onShutdown method to easily hook into.