TCsThread = class(TThread)
  private

    Cs: TClientSocket;
    FHost: string;
    FIPort: Integer;

    procedure OnClientR(Sender:TObject;Sock:TCustomWinSocket);
  protected
    procedure Execute; override;
  public
    constructor Create(CreateSuspended: Boolean);
    destructor Destroy; override;
    property Host: String read FHost write FHost;
    property Port: Integer read FIPort write FIPort;
    procedure shutdown;
  end;

procedure TCsThread.shutdown;
begin
  PostQuitMessage(0);
end;

destructor TCsThread.Destroy;
begin
  Cs.Free;
  inherited Destroy;
end;

constructor TCsThread.Create;
begin
  inherited Create(True);
  Cs := TClientSocket.Create(nil);
  cs.OnRead:=OnClientR;
end;

procedure TCsThread.Execute;
begin
  cs.Host:=Host;
  cs.Port:=Port;
  Cs.Active:=true;
  while GetMessage(Msg, 0, 0, 0) do //hier der Fehler
  begin
    DispatchMessage(Msg);
  end;
end;

procedure TForm1.Button1Click(Sender: TObject);
var
  cs:TCsThread;
begin
  Cs:=TCsThread.Create(true);
  Cs.host:='127.0.0.1';
  Cs.port:=1000;
  cs.FreeOnTerminate:=true;
  cs.Resume;
end;

procedure TForm1.Button4Click(Sender: TObject);
begin
  cs.shutdown;
end;

procedure TCsThread.OnClientR(Sender:TObject;Sock:TCustomWinSocket);
begin
  PostQuitMessage(0);
end;