type
  TSimpleThread = class(TThread)
  private
    FProc: TThreadProcedure;
  protected
    procedure Execute; override;
  public
    class procedure CreateThread(Proc: TThreadProcedure);
  end;

procedure TSimpleThread.Execute;
begin
  FProc;
end;

class procedure TSimpleThread.CreateThread(Proc: TThreadProcedure);
var
  Thread: TSimpleThread;
begin
  Thread := TSimpleThread.Create(True);
  Thread.FProc := Proc;
  Thread.FreeOnTerminate := True;
  Thread.Start;
end;



var
  TheParam, TheParam2: String;
begin
  TheParam := 'der Text';
  TheParam2 := 'Caption';
  TSimpleThread.CreateThread(procedure
    begin
      // von hier ...
      MessageBox(0, PChar(TheParam), PChar(TheParam2), 0);
      // bis hier wird alles im Thread ausgeführt ^^
    end);