Newbie question : ado and thread

Hi all,

I use ADO to connect to SQL SERVER with Delphi 6 through the Internet, it
works well but as I notice ADO is blocking when connecting to the server,
and I'd like to put it in another thread to let the VCL free.

Is this the good way of thinking ?

I've already try to do it but it's still blocking, maybe I'm doing wrong.
Has anybody an example of such thread ?
will it be the same when I send command through ADO ?