If you program is using threads (concurrent programming), it's not necessarily going to be executed as such (parallel execution), since it depends on whether the machine can handle several threads.
Here's a visual example. Threads on a non-threaded machine:
-- -- --
/ \
>---- -- -- -- -- ---->>
Threads on a threaded machine:
------
/ \
>-------------->>
The dashes represent executed code. As you can see, they both split up and execute separately, but the threaded machine can execute several separate pieces at once.