Try below code :
public static void main(String[] args) {
String responded;
do{
responded = JOptionPane.showInputDialog("Do you understand do while loops?");
boolean legitimate = false;
do {
String number = JOptionPane.showInputDialog("Choose a number between 0 & 9 to generate \nthe corresponding word to that number or \npress 10 to exit the program");
switch(number) {
case "0" :
case "1" :
case "2" :
case "3" :
case "4" :
case "5" :
case "6" :
case "7" :
case "8" :
case "9" : legitimate = true;
break;
default:
JOptionPane.showMessageDialog(null, "Please make sure the number inserted is between 0 & 10.", "Error", JOptionPane.ERROR_MESSAGE);
break;
}
} while(!legitimate);
} while (responded.equalsIgnoreCase("No"));
}