Threads can share any data in may ways, but there are some standard patterns to send primitive signals to each other, without any content. These are simple techniques, widely used, battle tested.
* wait/notify  – general purpose
* interrupt  
* boolean done flag 
* join 
How about swing?
java.util.concurrent offers a few communication devices. These are not primitive.
 these are the 2 standard ways to inform  a thread stop itself. See the Thread.stop() api http://java.sun.com/j2se/1.4.2/docs/api/java/lang/Thread.html#stop()
 from outside the thread ie another thread.
 These techniques cause the receiving thread to act immediately. Shared-data techniques need the receiving thread to poll the shared data.