Different listeners for game buttons and close button
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Suggestions:
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Let the main class, i.e. the class that is started in RPSskel.java,
implement ActionListener. This listener (this) is connected to the
buttons of the players board by giving it as a parameter to the 
constructor of class Gameboard when the users board is created.

The main class (RPSskel) becomes the listener of the game buttons
and must have a method actionPerformed that takes care of playing
the game, i.e. detects all pressings of game buttons, counts to three,
etc. IF the codes becomes lengthy, use help methods!

The listener listening to the close-button could be of an inner class
(possibly of an anonymous inner class) of the main class. This class
has its own actionPerformed which is only responsible for disconnecting
and closing. The closing of a program can always be made with 
System.exit(0).