> The app. does something like this:
>
> repeat
>   send something;
>   wait some ms;
> until ende = true;

This is bad design considering you are using an asynchonous component. You must 
replace any loop by
a cascade of events. Just like any normal GUI program: you have a running 
message pump (you never
see it but it is in the forms unit). Everything else is triggered by messages 
turned to events by
the VCL. You never wait for the user to click on a button or a menu item. Your 
app just sit in his
message loop and when the user clicks on something, the corresponding event 
handler is triggered
(because of the message windows sent as result of user activity). You must do 
the same with async
sockets.  You send something and you never wait for it to be sent, when it is 
sent, the OnDataSent
event is triggered. You never wait for incomming data: the ondataavailable is 
triggered when data is
ready to be read. And so on...

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