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Need advice on multithreading

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I am relatively new to Object Oriented Programming and am creating my first decent sized Java application. I have to create an application that users must login to, select which sub-system they want to use, and then select the thing they want to do from a menu. These tasks represent, as I see it, modules that can be developed as separate pieces and then assembled. Here are the modules, again as I see it:
-user login
-select the system the user wants
-menu options (and the rest of the application)
My question is about threads. I know how to make these modules run on different threads. Each module would spawn a new thread for the next module to run on. My question is, is this a good idea or should I just write all of them on the same thread? When is it a good time to spawn a new process off on a separate thread?
Thank you very much in advance!!
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