type
  TDSOpenThread = class(TThread)
  strict private
    FConnection: TAdoConnection;
    FDataSet: TDataSet;
    procedure UpdateForms;
  protected
    procedure Execute; override;
  public
    property AdoConnection: TAdoConnection read FConnection write FConnection;
    property OpenDataSet: TDataSet read FDataSet write FDataSet;
  end;

...
OpenDataSource(FrmMain.Database, DsMaster.DataSet);
...

procedure OpenDataSource(Connection: TAdoConnection; DataSource: TDataSet);
var
  OpenThread: TDSOpenThread;
begin
  OpenThread := TDSOpenThread.Create(True);
  with OpenThread do
  begin
    AdoConnection := Connection;
    OpenDataSet := DataSource;
    Resume;
  end;

  if WaitFor(OpenThread.Handle) then
    OpenThread.Free;
end;

procedure TDSOpenThread.Execute;
begin
  if FConnection.Connected
    and not FDataSet.Active then
    FDataSet.Open;
end;

function WaitFor(Event: THandle): Boolean;
begin
  Result := False;
  while not Result do
    case MsgWaitForMultipleObjects(1, Event, False, INFINITE, QS_ALLINPUT) of
      WAIT_OBJECT_0:
        Result := True;
      WAIT_OBJECT_0 + 1:
        begin
          Application.ProcessMessages;
          if Application.Terminated then
            Exit;
        end;
    else
      RaiseLastOSError;
    end;
end;