New Thread not Creating a new Process

When I create a thread and start it, it doesn't make a new process (as in a process that one can see in the Windows Task Manager) . I have another program that does make another process, and I did the exact same code, but this program isn't working right. My class implements Runnable, and I invoke the run method. Can anybody help?
public void go(String str){          
   Thread thread = new Thread(this,"thread");
   thread.start();
public void run(){
   new GUI();
}

A thread will not create a new process. Actually the
thread is part of process,. ie.. your JVM process. So
you can't see each thread in the task manager. All
the threads will be managed under the JVM processThe only way I can think of to have windows see a second thread would be to call Runtime.getRuntime().exec(command); where command is running java on a program.

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