I noticed something.

If in the OnDocData event handler of THttpCli I somehow re-enter the 
"message pump" (that is, do something that calls 
Application.HandleMessage or Application.ProcessMessages) the downloaded 
file is corrupted! It took me a while to find this out and now I'm asking:

(1) What do I do to protect myself from something like this. When 
working with 3rd party components you don't always know what's behind 
the code and 3rd party components might do Application.HandleMessage or 
Application.ProcessMessage without advertising it. Is there something I 
can do so I can raise an error if the code in OnDocData caused an 
dangerous message to be processed?

(2) Are there other such "traps" one needs to be aware of? Like not 
implementing timeout?
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