First, I dont want to appear patronising, but I dont know how much you know. So forgive some simple questions...

When you say you can realise that the "processing" is sequential, how do you know this?

How much work does each thread have to do (less than a second, seconds, minutes)?

Are you using a multiprocessor machine?

Two short lived threads may execute sequentially on a single processor machine, but actually execute simultaneously on a multiprocessor machine.