uses ExtActns, ...
 
type
TfrMain = class(TForm)
...
private
    procedure URL_OnDownloadProgress
       (Sender: TDownLoadURL;
        Progress, ProgressMax: Cardinal;
        StatusCode: TURLDownloadStatus;
        StatusText: String; var Cancel: Boolean);
...
 
 
implementation
...
 
 
procedure TfrMain.URL_OnDownloadProgress;
  begin
    ProgressBar1.Max:= ProgressMax;
    ProgressBar1.Position:= Progress; 
  end;
 
function DoDownload;
  begin
    with TDownloadURL.Create(self) do
    try
      URL:='http://www.prova.com/index.xml';
      FileName := 'c:\MioFile.xml';
      OnDownloadProgress := URL_OnDownloadProgress;
      ExecuteTarget(nil);
    finally
    Free;
    end;
  end;