procedure TMyDialog.createSpecificThread(methodAddr: Pointer;
  var Parameter: TFileTransferList);
var
  AThreadHandle : Integer;
  //Param : PParam;
begin
  {New(Param);
    Param^.AObject := Parameter;}

  AThreadHandle := beginThread(methodAddr, Parameter);

  if (AThreadHandle > 0) then
  begin
    // warten, bis sich der Thread geschlossen hat
    if (WaitForSingleObject(AThreadHandle, INFINITE) <> WAIT_OBJECT_0) then
    begin
      ShowMsg('ERROR(WaitForSingleObject): Cannot close thread!', '', MB_ICONERROR);
    end;
    CloseHandle(AThreadHandle);
  end;
end;

[...]

function TNonVCLThread.beginThread(methodAddr: Pointer; Parameter: Pointer): Integer;
var
  method : TMethod;
  ThreadID : Cardinal;
begin
  method.Code := methodAddr;
  method.Data := self;
  // converts method to function pointer
  FProcInst := MakeProcInstance(method);
  // creates the thread
  result := System.BeginThread(nil, 0, FProcInst, Parameter, 0, ThreadID);
end;

[...]

// Aufruf
procedure TMyDialog.SaveFiles;
var
  files: TFileTransferList;
begin
  files := TFileTransferList.Create();
  [...] // files.add usw.
  createSpecificThread(@TMyDialog.SaveThread, files);
end;

[...]

function TMyDialog.SaveThread(Ptr: Pointer): DWORD; stdcall;
var
  Param : PParam;
  files : TFileTransferList;
  len : Integer;
begin
  result := 0;

  {Param := PParam(Ptr);
  try
    files := TFileTransferList(Param^.AObject);
  finally
    Dispose(Param);
  end;}

  files := TFileTransferList(Ptr);
  try
    BytesCount := 0;
    len := files.Count; // <- AV bzw. ein ungültiger int-Wert
    for i := 0 to len-1 do
  [...]
end;