Consider using a SwingWorker in combination with an ExecutorService...
SwingWorker...
    public class ImageLoaderWorker extends SwingWorker<Image, Image> {
        private File source;
        private JPanel container;
        public ImageLoaderWorker(File source, JPanel container) {
            this.source = source;
            this.container = container;
        }
        @Override
        protected Image doInBackground() throws Exception {
            return ImageIO.read(source);
        }
        @Override
        protected void done() {
            try {
                Image img = get();
                JLabel label = new JLabel(new ImageIcon(img));
                container.add(label);
                container.revalidate();
                container.repaint();
            } catch (InterruptedException | ExecutionException ex) {
                ex.printStackTrace();
            }
        }
    }
ExecutorService...
ExecutorService executor = Executors.newFixedThreadPool(4);
File images[] = new File("...").listFiles(new FileFilter() {
    @Override
    public boolean accept(File pathname) {
        String name = pathname.getName().toLowerCase();
        return name.endsWith(".jpg") || name.endsWith(".png");
    }
});
for (File img : images) {
    executor.submit(new ImageLoaderWorker(img, this));
}
Runnable Example...
This simply scans a directory and loads the images, but the concept is basically the same...
import java.awt.Dimension;
import java.awt.EventQueue;
import java.awt.GridLayout;
import java.awt.Image;
import java.awt.Rectangle;
import java.awt.image.BufferedImage;
import java.io.File;
import java.io.FileFilter;
import java.util.concurrent.ExecutionException;
import java.util.concurrent.ExecutorService;
import java.util.concurrent.Executors;
import javax.imageio.ImageIO;
import javax.swing.ImageIcon;
import javax.swing.JFrame;
import javax.swing.JLabel;
import javax.swing.JPanel;
import javax.swing.JScrollPane;
import javax.swing.Scrollable;
import javax.swing.SwingWorker;
import javax.swing.UIManager;
import javax.swing.UnsupportedLookAndFeelException;
public class TestImageLoader {
    public static void main(String[] args) {
        new TestImageLoader();
    }
    public TestImageLoader() {
        EventQueue.invokeLater(new Runnable() {
            @Override
            public void run() {
                try {
                    UIManager.setLookAndFeel(UIManager.getSystemLookAndFeelClassName());
                } catch (ClassNotFoundException | InstantiationException | IllegalAccessException | UnsupportedLookAndFeelException ex) {
                    ex.printStackTrace();
                }
                JFrame frame = new JFrame("Testing");
                frame.setDefaultCloseOperation(JFrame.EXIT_ON_CLOSE);
                frame.add(new JScrollPane(new TestPane()));
                frame.pack();
                frame.setLocationRelativeTo(null);
                frame.setVisible(true);
            }
        });
    }
    public class TestPane extends JPanel implements Scrollable {
        public TestPane() {
            setLayout(new GridLayout(0, 4));
            ExecutorService executor = Executors.newFixedThreadPool(4);
            File images[] = new File("...").listFiles(new FileFilter() {
                @Override
                public boolean accept(File pathname) {
                    String name = pathname.getName().toLowerCase();
                    return name.endsWith(".jpg") || name.endsWith(".png");
                }
            });
            for (File img : images) {
                executor.submit(new ImageLoaderWorker(img, this));
            }
        }
        @Override
        public Dimension getPreferredScrollableViewportSize() {
            return new Dimension(600, 600);
        }
        @Override
        public int getScrollableUnitIncrement(Rectangle visibleRect, int orientation, int direction) {
            return 128;
        }
        @Override
        public int getScrollableBlockIncrement(Rectangle visibleRect, int orientation, int direction) {
            return 128;
        }
        @Override
        public boolean getScrollableTracksViewportWidth() {
            return false;
        }
        @Override
        public boolean getScrollableTracksViewportHeight() {
            return false;
        }
    }
    public class ImageLoaderWorker extends SwingWorker<Image, Image> {
        private File source;
        private JPanel container;
        public ImageLoaderWorker(File source, JPanel container) {
            this.source = source;
            this.container = container;
        }
        @Override
        protected Image doInBackground() throws Exception {
            return ImageIO.read(source);
        }
        @Override
        protected void done() {
            try {
                Image img = get();
                JLabel label = new JLabel(new ImageIcon(img));
                container.add(label);
                container.revalidate();
                container.repaint();
            } catch (InterruptedException | ExecutionException ex) {
                ex.printStackTrace();
            }
        }
    }
}