The Urlset object should have to think about synchronization. It is the code
that uses the Urlset that shouldn't expect the Urlset to be thread-safe (just
like a HashSet isn't thread-safe. It make much more sense to not give all the
workers a reference to the same urlset object but all have their own

A seperate note is that I really think the worker should not extend from
Thread and a lot of the complex logic can be replaced by a simple executer service