How to configure Spring's @Async annotation?

I've annotated a method with @Async in the hope that it will be run asynchronously. However, when I print out the thread name from the thread, it is still 'main' just as it is when I run it without the @Async annotation. It also returns about as slowly (700ms) which makes me think that it's not getting run asynchronously at all.

The bean is annotated with @Component, is getting its dependencies successfully wired in with @Autowired. I'm creating the bean with

ApplicationContext context = new AnnotationConfigApplicationContext(MyClassConfig.class);
MyClass myClass = context.getBean(MyClass.class);

Is there something I'm doing wrong?

Many thanks.