// 1)
JButton okButton = new JButton("Ok");
okButton.setActionCommand("ok");
JButton cancelButton = new JButton("Abbrechen");
cancelButton .setActionCommand("cancel");
//...
void actionPerformed(ActionEvent event)
{
    if (event.getActionCommand().compareTo("ok") == 0)
        // Ok geklickt
    else if (event.getActionCommand().compareTo("cancel") == 0)    
        // Abbrechen geklickt
}
// 2)
public class MyWindow extends JFrame implements ActionListener
{
    protected JButton okButton;
    protected JButton cancelButton;
    public MyWindow()
    {
        //initialisieren
    }
    public void actionPerformed(ActionEvent event)
    {
        if (event.getSource().equals(okButton))
            //Ok geklickt
        else if (event.getSource().equals(cancelButton))
            //Abbrechen geklickt
    }
}