type
  Send = class (TThread)
  private
  protected
    procedure Execute; override;
  end;

procedure send.execute;
var
  s : string;
  http : tidhttp;
begin
  http := tidhttp.create;
  try
    s := http.get ('http://ya.ru/');
  except end;
  {Что-то делаем с данными}
  http.free;
end;

function new_send : boolean;
var
  NewThread : Send;
begin
  NewThread := Send.Create(true);
  NewThread.Priority := tpnormal;
  NewThread.FreeOnTerminate := true;
  NewThread.Start;
  Result := true;
end;