建立
class TMyThread : public TServerClientThread
{
private: // User declarations
    void __fastcall ClientExecute();
public: // User declarations
__fastcall TCommandThread (bool CreateSuspended,
     TServerClientWinSocket* ASocket);
}
//---------------------------------------------------------------------------
__fastcall TCommandThread::TCommandThread (bool CreateSuspended,
TServerClientWinSocket* ASocket)
: TServerClientThread( CreateSuspended, ASocket)
{
}
//---------------------------------------------------------------------------

void __fastcall TMyThread::ClientExecute()
{

    TWinSocketStream *pStream;
    if (Terminated || !ClientSocket->Connected) return;
    pStream = new TWinSocketStream(ClientSocket, 6000);
    memset(Buffer, 0x00, sizeof(Buffer));
    if (pStream->WaitForData(10000))
    {
        memset(Buffer, 0x00, sizeof(Buffer));
        DataLength=pStream->Read(Buffer, 45);
        if (DataLength == 0)
        {
            ClientSocket->Close();
            delete (pStream);
            return ;
        }
    }
    else
    {
        ClientSocket->Close();
delete (pStream);
         return ;
    }
    :
    :
    :
    ClientSocket->Close();
    delete (pStream);
    return;
}

在TServerSocket的OnGetThread 中创建新的线程.
void __fastcall TformMain::MySocketGetThread(TObject *Sender,
      TServerClientWinSocket *ClientSocket,
      TServerClientThread *&SocketThread)
{
    SocketThread = new TMyThread(false, ClientSocket);
}

呵呵，你把那个参数CreateSuspended设置为true就可以了。
当然也可以用另外的办法，你在你的线程里面另外写一个函数
runThread(){
    this->ClientExecute();
}