type
    TMyThread = class(TThread)
    private
        FLocalInt: Integer;
        FLocalStr: String;
        ..
        ..
    end;

var
    GolbalStr: String;
procedure SetShowStr(const S: String);
begin
    if S = '' then
        MessageBox(0, PChar(GlobalStr), 'The string is ...', MB_OK)
    else
        GlobalStr:= S;
end;

threadvar
    GlobalStr: String;

interface
uses
    Windows, Messages, SysUtils, Classes, Graphics, Controls, Forms,
    Dialogs, StdCtrls;

type
    TMainForm = class(TForm)
        Button1:TButton;
        procedure Button1Click(Sender: TObject);
    private
        {...}
    public
        {...}
    end;

var
    MainForm: TMainForm;

implementation
{$R *.DFM}

var
//threadvar
    GlobalStr: String;

type
    TTLSThread = class(TThread)
    private
        FNewStr: String;
    protected
        Procedure Execute; override;
    public
        cpnstructor Create(Const ANewStr: String);
    end;

procedure SetShowStr(const S: String);
begin
    if S = '' then
        MessageBox(0, PChar(GlobalStr), 'The string is ...', MB_OK)
    else
        GlobalStr:= S;
end;

constructor TTLSThread.Create(const ANewStr: String);
begin
    FNewStr:= ANewStr;
    inherited Create(False);
end;

procedure TTSThread.Execute;
begin
    FreeOnTerminate:= True;
    SetShowStr(FNewStr);
    SetShowStr('');
end;

procedure TMianForm.Button1Click(Sender: TObject);
begin
    SetShowStr('Hello World');
    SetShowStr('');
    TTLSThread.Create('Dilbert');
    Sleep(100);
    SetShowStr('');
end;

end.

procedure Sleep(dwMillseconds: DWORD); stdcall;