You might want to use a shared hash to do the winnowing, like so (untested):

use strict;
use warnings;
use threads;
use threads::shared;
use Thread::Queue;

my $queue = Thread::Queue->new;
my %urls = ();
share(%urls);
my $url = 'http://www.perlmonks.org/';

my $visited = do { lock(%urls); $urls{$url}++ };
if (!$visited) {
    $queue->enqueue($url);
}
[download]

Update: added locking