It's hard to get concurrency right! Especially for programmers who try to program it using a low-level language like, say, Java 5. In no time, you'll run into all kinds of problems like deadlocks, race conditions and synchronization, just to name a few. That's why I recommend using a language like Scala if you need to leverage the power of all your CPU's core.
Funny thing is that it's surprisingly easy to explain concurrency in simple words. This article maps concurrency to a real-world example. Serving coffee to customers is a good example on how to use multithreading to improve performance. Read the full story at particular.net. This article even explains advanced topics like out-of-order execution and speculative execution. Highly recommended!