How to illustrate multiple threads in sequence diagram?

How can you clearly illustrate multiple threads of execution in a sequence diagram or similar diagram?

I haven't been able to find any clear examples. All diagrams I see are used to illustrate a single thread.

Update: The accepted answer was the best example I saw but it does leave a fair bit to be desired. I ended up illustrating the threads in separate sequence diagrams. I'm not sure if the sequence diagram necessarily works for multiple threads.

Here is one diagram that may be useful, and on the left-hand side you can see the explanation: http://sdedit.sourceforge.net/multithreading/example/index.html

I found this question on Google and wasn't a huge fan of the accepted answer so I just came up with my own. This is how I represented the threading model in my application (my organization calls it the 'Concurrency Viewpoint'):

Hopefully it helps someone.

This is a duplicate of sihaya's answer, but with details on how to accomplish it with tools on the web and a visual example that will not disappear.

The UML Sequence diagram approach is to use the "par" fragment to model multiple messages being processed in parallel. Below is a text description which when fed into the PlantUML tool available on the web will produce the diagram below.

@startuml

Person -> MicrowaveOven : Cook Food
activate MicrowaveOven
par
MicrowaveOven -> MicrowaveOven : Activate Magnetron
else
MicrowaveOven -> MicrowaveOven : Activate Rotation Motor
end

MicrowaveOven --> Person : Delicious Food
deactivate MicrowaveOven

@enduml