I want to create a "Command Console" similar to the Windows Command Prompt, with command history, etc which is in a JPanel so that it can be added to a JFrame.
What I want to do is present the user with the prompt to allow them to execute commands.
What I have in mind is similar to the BeanShell Console, however I haven't be able to find the source code for the console.
BeanShell provides JConsole, a command line console that can be used in your own application WITHOUT the overhead of the rest of the BeanShell functionality. See my example of using it here: Create a "Command" Console
The BeanShell source is available via SVN from
svn co http://ikayzo.org/svn/beanshell
For more info on JConsole see http://www.beanshell.org/manual/jconsole.html
To include BeanShell into your application, add the .jar-files from the BeanShell download page to your Java project and see the BeanShell doc section "Calling Beanshell from your Application" for examples how to call Beanshell with direct calls or by evaluating the commands from your shell.
See also the Quickstart Guide for other ways and examples how to use BeanShell.