MouseListener is not firing fast enough

I have a Class extending JFrame that is watching for a mouse click anywhere:

addMouseListener(new MouseAdapter() {
    public void mouseClicked(MouseEvent e){
        System.out.println("mouse was clicked");
    }
});

I usually have to wait nearly a second between clicks to trigger the event. If I make 2 or 3 clicks in a second, only one event fires. How do you watch for fast click events?

This is my first time using Java and I'm using NetBeans.