How can I make my columns different sizes using GridLayout in swing?

If you want this effect then you need to utilize the GridBagLayout.

http://download.oracle.com/javase/tutorial/uiswing/layout/gridbag.html

Have fun with that one =P

EDIT:

You can work around the problem by employing a mixture of FlowLayout and GridLayout to get a similar effect. However, this solution will become extremely tedious and messy as your layout complexities become bigger.