unit MyCustomMessages;

uses
  System.Messaging;

type
  TProgressMessage = class( TMessage )
  public
    constructor Create( Position, Max : Integer );
    property Position : Integer read FProgress;
    property Max : Integer read FMax;
  end;

uses
  System.Messaging;

TFoo = class( TForm )
  Progressbar1 : TProgressBar;
private
  procedure HandleProgressMessage( const Sender : TObject; const M : TMessage );
public
  procedure AfterConstruction; override;
  procedure BeforeDestruction; override;
end;

implementation

uses
  MyCustomMessages;

procedure TFoo.AfterConstruction;
begin
  inherited;
  TMessageManager.DefaultManager.SubscribeToMessage( TProgressMessage, HandleProgressMessage );
end;

procedure TFoo.BeforeDestruction;
begin
  TMessageManager.DefaultManager.Unsubscribe( TProgressMessage, HandleProgressMessge );
  inherited;
end;

procedure TFoo.HandleProgressMessage( const Sender : TObject; const M : TMessage );
var
  LMsg : TProgressMessage absolute M;
begin
  ProgressBar1.Position := LMsg.Position;
  ProgressBar1.Max := LMsg.Max;
end;

uses
  System.Messaging, MyCustomMessages;

procedure TFooThread.Execute;
var
  LPosition, LMax : Integer;
begin
  
  while WorkInProgress do
  begin
    // Fortschritts-Nachricht verschicken
    Queue(
      procedure
      begin
        TMessageManager.DefaultManager.SendMessage( Self, TProgressMessage.Create( LPosition, LMax ) );
      end );
    ...
  end;
end;