I would strongly recommend reading into this more yourself, it can be daunting at first but once you get your head round things its a lot better have gained your own understanding than having someone do it for you, I am learning Java myself and have linked a guide from the Sun website which should get you going.
P.S. remember your program should look like some of the examples in the second and third link. Java provides a class "Thread" which is basically a pre-written piece of code that you can extend and then use within the program your working on.
Take a close look at the demo thread in the third link and try and modify it to suit your needs, read the other links before you attemp this.
If you dont want to go to the trouble of installing a compiler and checking for bugs then re-post your code back here once complete and someone can check it for you.