This week's book giveaway is in the OCPJP forum. We're giving away four copies of OCA/OCP Java SE 7 Programmer I & II Study Guide and have Kathy Sierra & Bert Bates on-line! See this thread for details.
You don't need multiple threads to get that exception. All you need is for the list to be structurally modified other than through the active iterator. It states this right in the docs for the exception.