Painting the slider icon of JSlider

Expanding on TrashGod's very helpful answer, I added in a few lines of code to allow the bar to be filled up to the point in which you have moved it. The rest of the bar will be blank:

The code to do this is:

@Override
public void paintTrack(Graphics g) {

    // ... TrashGod's code ...

    // calculate how much of the progress bar to fill
    double percentage = (double)slider.getValue()/(double)slider.getMaximum();

    // fill the progress bar with a rectange of that size, (with curved corners of 4px diameter)
    g2d.fillRoundRect(t.x, t.y, (int)(t.width*percentage), t.height, 4, 4);

    // ...

}

And if you want a background color as well, paint a second rectange before you paint the first:

    // ... TrashGod's code ...

    // calculate how much of the progress bar to fill
    double percentage = (double)slider.getValue()/(double)slider.getMaximum();

    // PAINT THE BACKGROUND
    // create a gradient paint for the background
    p = new LinearGradientPaint(start, end, new float[] {0.4f,0.8f}, new Color[] {Color.gray.brighter(), Color.gray.brighter().brighter()});
    g2d.setPaint(p);
    g2d.fillRoundRect((int)(t.width*percentage), t.y, t.width - (int)(t.width*percentage), t.height, 4, 4);

    // PAINT THE FOREGROUND
    // create the gradient paint
    p = new LinearGradientPaint(start, end, fracs, colors);
    g2d.setPaint(p);

    // fill the progress bar with a rectange of that size, (with curved corners of 4px diameter)
    g2d.fillRoundRect(t.x, t.y, (int)(t.width*percentage), t.height, 4, 4);