Java Threading Issues

I am working on trying to use a thread to spawn a class I call to run
in a seperate thread but it has failed. I have a class called
ConnectDir for opening a vpn connection to a server. But what happens
is the Cisco VPN connects but does to give screen control back. I have
to open a seperate session of xterm or alt+F2 for another window. This
does not work very well with automation. I have used vpncommand >
vpn.log 2>&1 & in a java program which works if I am using simple
methods. But I want to create individual classes to be able to read
from text files certain information and be able to integrate with other
classes I develop. Therefore this does not work very well either.
Below is what I have attempted.

The program structure I have is:

public class myconnect
{
    public static void main(String[] args)
    {
        ConnectDir dc = new ConnectDir();

        try
        {
            dc.open();
        }
        catch(expectj.ExpectJException error1)
        {
            System.out.println(error1)
        }

    }
}

What I have tried but it failed to put in seperate thread:

public class myconnect2 extends Thread
{
    public void run()
    {
        ConnectDir dc = new ConnectDir();

        try
        {
            dc.open();
        }
        catch(expectj.ExpectJException error1)
        {
            System.out.println(error1)
        }

    }

    public static void main(String[] args)
    {
        Thread mytest = new myconnect2();
        mytest.start();

    }
}

It may just be that I do not fully understand what threads are suppose
to do. Thank you for your advice and wisdom.