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Using Java Threads to upload

Hi iam working on a salesforce loader where it involves millions of records to be
With my current design it is taking too much time to load data.I am planning to use Java Threads to
upload records.Can anybody point me to a good example how to create multiple sessions and access them from the
threads.I have gone through the Sforce data loader code but it seems like it is not using the threads.

How much data are you uploading? Be SURE to use compression on your SOAP stack, use the new upsert call, and use the 7.0 endpoint as all will vastly improve your performance.
In addition, make sure you're using HTTP/1.1 persistent connections.
How many threads are you planning to create? In what timeframe do you need to load this data?
Lexi (of SForceDataLoader fame) wrote up a great doc on high performance data loading on the sforce blog., you should make sure you're doing all this before resorting to running parrallel requests.