import java.awt.*;
import javax.swing.*;
import java.awt.event.*;
import java.util.*;

public class Test extends JFrame
{
        public static void main(String[] args)
        {
                JFrame t=new Test();
                t.setDefaultCloseOperation(JFrame.EXIT_ON_CLOSE);
                t.setSize(200,300);
                t.setVisible(true);
        }
        
        public Test()
        {
                JPanel b=new JMyPanel();
                b.setBorder(BorderFactory.createRaisedBevelBorder());
                b.setLayout(new BorderLayout());
                JPanel p=new JPanel();
                p.setBorder(BorderFactory.createLoweredBevelBorder());
                p.add(new JButton("1"));
                p.add(new JButton("2"));
                getContentPane().add(b);
                b.add(p,BorderLayout.NORTH);
        } 
        
        class JMyPanel extends JPanel implements MouseListener{
         public void mousePressed(MouseEvent e){
         System.out.println("mousePressed");
         }
         public void mouseReleased(MouseEvent e){
         System.out.println("mouseReleased");
         }
         public void mouseClicked(MouseEvent e){
         System.out.println("mouseClicked");
         }
         public void mouseEntered(MouseEvent e){
         System.out.println("mouseEntered");
            }
            public void mouseExited(MouseEvent e){
         System.out.println("mouseExited");
            }
        }
} 

你没有加Listener--------addMouseListener(this)

注意下面代码的变化

        public Test()
        {
                JPanel b=new JPanel();
                b.setBorder(BorderFactory.createRaisedBevelBorder());
                b.setLayout(new BorderLayout());
                JPanel p=new JMyPanel();

                p.addMouseListener(p);  ////// 把这一句加上试试

                p.setBorder(BorderFactory.createLoweredBevelBorder());
                p.add(new JButton("1"));
                p.add(new JButton("2"));
                getContentPane().add(b);
                b.add(p,BorderLayout.NORTH);
        }