Run Multiple Methods at the same time

Hey Everyone,
So here is my dilemia. I have these three classes and two of them are subscribers to a middleware so when I call one of these classes to subscribe the code stops while the subscriber listens for the message. The problem is that the other class I have is the publisher and unless I want to run the publisher as a separate script I need to find a way to run it once the subscriber is listening. Some have suggested I use a callback but I am unfamiliar with how a callback would work. In Matlab when I use callbacks I still end up waiting for the subscriber to come back with a response so I am not sure this is the solution to my problem in Java.
I have a main method in a main class which calls methods in each of three classes however once it subscribes to the first one on the list it stops and waits for the subscriber to finish working. Does anyone have any suggestions of how to allow the subscriber to continue to listen but still return back to the main method and allow me to run the next subscriber and so on? Thanks for your help!!

You'll need some sort of multithreading. Whether you roll your own or there's some prepackaged tools out there you can use, I don't know, as I didn't understand your requriements very well.
http://java.sun.com/docs/books/tutorial/essential/threads/

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