This week's book giveaway is in the Testing forum. We're giving away four copies of The Way of the Web Tester: A Beginner's Guide to Automating Tests and have Jonathan Rasmusson on-line! See this thread for details.
The speed of copying a file is going to be limited by your disk I/O system. Splitting the job into threads is not likely to help at all. If you want to try it though, you can use the RandomAccessFile class. That should allow you to read and write "simultaneously" to various positions in the file.