Io avrei fatto un piccolo codice di prova che qui posto:

codice:

package MultiTH;


import java.util.logging.Level;
import java.util.logging.Logger;
import javax.swing.JProgressBar;


public class Interface extends javax.swing.JFrame {


    /**
     * Creates new form Interface
     */
    public Interface() {
        initComponents();
        this.setVisible(true);
    }


    /**
     * This method is called from within the constructor to initialize the form.
     * WARNING: Do NOT modify this code. The content of this method is always
     * regenerated by the Form Editor.
     */
    @SuppressWarnings("unchecked")
    // <editor-fold defaultstate="collapsed" desc="Generated Code">                          
    private void initComponents() {


        BarPanel = new javax.swing.JPanel();
        jLabel1 = new javax.swing.JLabel();
        jButton1 = new javax.swing.JButton();


        setDefaultCloseOperation(javax.swing.WindowConstants.EXIT_ON_CLOSE);


        BarPanel.setBackground(new java.awt.Color(255, 255, 204));


        jLabel1.setText("jLabel1");
        BarPanel.add(jLabel1);


        jButton1.setText("OK");
        jButton1.addActionListener(new java.awt.event.ActionListener() {
            public void actionPerformed(java.awt.event.ActionEvent evt) {
                jButton1ActionPerformed(evt);
            }
        });


        javax.swing.GroupLayout layout = new javax.swing.GroupLayout(getContentPane());
        getContentPane().setLayout(layout);
        layout.setHorizontalGroup(
            layout.createParallelGroup(javax.swing.GroupLayout.Alignment.LEADING)
            .addGroup(layout.createSequentialGroup()
                .addContainerGap()
                .addComponent(BarPanel, javax.swing.GroupLayout.DEFAULT_SIZE, 327, Short.MAX_VALUE)
                .addPreferredGap(javax.swing.LayoutStyle.ComponentPlacement.RELATED)
                .addComponent(jButton1)
                .addContainerGap())
        );
        layout.setVerticalGroup(
            layout.createParallelGroup(javax.swing.GroupLayout.Alignment.LEADING)
            .addGroup(layout.createSequentialGroup()
                .addContainerGap()
                .addGroup(layout.createParallelGroup(javax.swing.GroupLayout.Alignment.LEADING)
                    .addGroup(layout.createSequentialGroup()
                        .addComponent(jButton1)
                        .addGap(0, 0, Short.MAX_VALUE))
                    .addComponent(BarPanel, javax.swing.GroupLayout.DEFAULT_SIZE, 278, Short.MAX_VALUE))
                .addContainerGap())
        );


        pack();
    }// </editor-fold>                        


    private void jButton1ActionPerformed(java.awt.event.ActionEvent evt) {                                         
           MultiThreading();
    }                                        


    /**
     * @param args the command line arguments
     */
    public static void main(String args[]) {
        /* Set the Nimbus look and feel */
        //<editor-fold defaultstate="collapsed" desc=" Look and feel setting code (optional) ">
        /* If Nimbus (introduced in Java SE 6) is not available, stay with the default look and feel.
         * For details see http://download.oracle.com/javase/tutorial/uiswing/lookandfeel/plaf.html 
         */
        try {
            for (javax.swing.UIManager.LookAndFeelInfo info : javax.swing.UIManager.getInstalledLookAndFeels()) {
                if ("Nimbus".equals(info.getName())) {
                    javax.swing.UIManager.setLookAndFeel(info.getClassName());
                    break;
                }
            }
        } catch (ClassNotFoundException ex) {
            java.util.logging.Logger.getLogger(Interface.class.getName()).log(java.util.logging.Level.SEVERE, null, ex);
        } catch (InstantiationException ex) {
            java.util.logging.Logger.getLogger(Interface.class.getName()).log(java.util.logging.Level.SEVERE, null, ex);
        } catch (IllegalAccessException ex) {
            java.util.logging.Logger.getLogger(Interface.class.getName()).log(java.util.logging.Level.SEVERE, null, ex);
        } catch (javax.swing.UnsupportedLookAndFeelException ex) {
            java.util.logging.Logger.getLogger(Interface.class.getName()).log(java.util.logging.Level.SEVERE, null, ex);
        }
        //</editor-fold>


        /* Create and display the form */
        java.awt.EventQueue.invokeLater(new Runnable() {
            public void run() {
                new Interface().setVisible(true);
            }
        });
    }
    // Variables declaration - do not modify                     
    private javax.swing.JPanel BarPanel;
    private javax.swing.JButton jButton1;
    private javax.swing.JLabel jLabel1;
    // End of variables declaration                   


    private void MultiThreading() {
        CalculateA A = new CalculateA();
        CalculateB B = new CalculateB();
        Thread tA = new Thread(A);
        tA.setPriority(10);
        tA.start();
        Thread tB = new Thread(B);
        tB.setPriority(10);
        tB.start();
    }
    
    private class CalculateA implements Runnable{
        @Override
        public void run() {
            JProgressBar A = new JProgressBar();
            A.setMaximum(200);
            BarPanel.add(A);
            BarPanel.revalidate();
            for(int i=0;i<201;i++){
                try {
                    Thread.sleep(10);
                } catch (InterruptedException ex) {}
                System.out.println("Value A: " + i);
                synchronized(this){
                    A.setValue(i);
                    A.setString(String.valueOf(i));
                }
            }
            synchronized(this){
                BarPanel.remove(A);
                BarPanel.revalidate();
                BarPanel.repaint();
            }
        }
        
    }
    private class CalculateB implements Runnable{
        @Override
        public void run() {
            JProgressBar A = new JProgressBar();
            A.setMaximum(500);
            BarPanel.add(A);
            BarPanel.revalidate();
            for(int i=0;i<501;i++){
                try {
                    Thread.sleep(10);
                } catch (InterruptedException ex) {}


                System.out.println("Value B: " + i);
                synchronized(this){
                    A.setValue(i);
                }
            }
            synchronized(this){
                BarPanel.remove(A);
                BarPanel.revalidate();
                BarPanel.repaint();
            }


        }
        
    }
}
Il codice simula due processi che riempiono due jprogressbar e accedono al thread della GUI tramite synchronized, ho fatto giusto?