JList uses a DefaultListModel by default, which uses a Vector in the background. That class will throw that exception if you are trying to modify it while iterating over it with a (List)Iterator.
The code you pasted most definitely should not cause any problems. The only odd thing is that you are calling SwingUtilities.invokeLater. That will execute the runnable in the Event Dispatcher
Thread (EDT), but you're invoking it from that very same EDT.
Can you show us a) the exception stack trace, and b) the parts of your code where you modify the JList or its model?