buf := 'GET / HTTP/1.1'+#10#13+'Host: example.com'+#10#13;
send(my_sock, buf, sizeof(buf), 0);

заменяй на
buf := 'GET / HTTP/1.1'+#13#10+'Host: example.com'+#13#10#13#10;
send(my_sock, buf[1], length(buf), 0);