I wish to send multiple requests to the server, simultaneously. The problem statement will be:
Read a text file containing multiple URL’s. 
Open each URL in the web browser. 
Collect the Cookie information for each call, and store it to a file. 
Send another call: http://myserver.com:1111/cookie?out=text 
Store the output (body text) of this file to a separate file for each call made in 4 
Open the next URL in the text file given in 1 and repeat steps 1-6.
The above is to be run with multi-threading, so that I can send around 5-10 URL requests simultaneously.
I have implemented something in Selenium using Java, but have not been able to do the multi-threading approach.
Code is given below:
package com.cookie.selenium;
import java.io.BufferedReader;
import java.io.BufferedWriter;
import java.io.FileReader;
import java.io.FileWriter;
import java.io.IOException;
import com.thoughtworks.selenium.*;
public class ReadURL extends SeleneseTestCase {
    public void setUp() throws Exception {
        setUp("http://www.myserver.com/", "*chrome");
    }
    public static void main(String args[]) {
        Selenium selenium = new DefaultSelenium("localhost", 4444, "*chrome", "http://myserver");
        selenium.start();
        selenium.setTimeout("30000000");
        try {
            BufferedReader inputfile = new BufferedReader(new FileReader("C:\\url.txt"));
            BufferedReader cookietextfile = new BufferedReader(new FileReader("C:\\text.txt"));
            BufferedWriter cookiefile = new BufferedWriter(new FileWriter("C:\\cookie.txt"));
            BufferedWriter outputfile = null;
            String str;
            String cookiestr = "http://myserver.com:1111/cookie?out=text";
            String filename = null;
            int i = 0;
            while ((str = inputfile.readLine()) != null) {
                selenium.createCookie("T=222redHyt345&f=5&r=fg&t=100","");
                selenium.open( str );
                selenium.waitForPageToLoad("120000");
                String urlcookie = selenium.getCookie();
                System.out.println( "URL  :" + str );
                System.out.println( "Cookie  :" + urlcookie );
                cookiefile.write( urlcookie );
                cookiefile.newLine();               
                selenium.open( cookiestr );
                selenium.waitForPageToLoad("120000");
                String bodytext = selenium.getBodyText();
                System.out.println("Body Text  :" + bodytext);
                filename = "C:\\cookies\\" + i + ".txt";
                outputfile = new BufferedWriter(new FileWriter( filename ));
                outputfile.write( bodytext );
                outputfile.newLine();
                i++;        
            }
            inputfile.close();
            outputfile.close();
            cookiefile.close();
            selenium.stop();
        } catch (IOException e) {
        }
    }
}
What basically I am trying to do here is, open the first set of URL from a text file (which has list given of all the URL's i wish to open). Then when I capture the cookie information from here and store it, I open another window to output all the cookie information for that server to my browser window. This works fine when I do outside of Selenium code, but when I do it within the above code, it opens a "Save As..." popup and my tests stop. :-(
I wish to save the contents of that second call to a new file, but have not been able to do the same. Also, if I have to send multiple such requests to the server, how would that be possible in Java using a Selenium Framework. Currently, I am opening multiple instances of the framework and running them with different parameters :-(