from a quick google search.....
Threads:
All programmers are familiar with writing sequential programs. You've probably written a program that displays "Hello World!" or sorts a list of names or computes a list of prime numbers. These are sequential programs. That is, each has a beginning, an execution sequence, and an end. At any given time during the runtime of the program, there is a single point of execution.
A thread is similar to the sequential programs described previously. A single thread also has a beginning, a sequence, and an end and at any given time during the runtime of the thread, there is a single point of execution. However, a thread itself is not a program; it cannot run on its own. Rather, it runs within a program. There is nothing new in the concept of a single thread. The real hoopla surrounding threads is not about a single sequential thread. Rather, it's about the use of multiple threads in a single program, running at the same time and performing different tasks.
for more tasty tidbits on threads visit -->
http://java.sun.com/docs/books/tutor...efinition.html
Connection:
What do you mean when you ask about a connection? There can be many differant interpretations for example: connection to a host (IP Address + Port = Socket) or connection to a database (Oracle, MySQL, Sybase).