TNMHTTP and thread Qs

Hello!

I've got some questions:
#1 Is TNMHTTP the best solution to retrieve Web pages?
#2 Why using proxy in this VC doesn't work properly (it works slower
than without it). Or maybe anyone has different experiences (maybe i
should blame my proxy server or what)?
#3 It seems like TNMHTTP does'n manage to get pages that are redirected
to another location. Is there any way around to get such pages anyway?
As for now my tnmhttp object is able to get only small mid-page and then
"hangs up" (see TNMHTTP.Redirect).
#4 Does anyone know what exceptions throws TNMHTTP.Get(...)? Is there
any technical info concerning this? For example what does "...socket
operation on non-socket..." mean?

#5 Is there any way to kill a thread other way than this "polite way"
Termiante=TRUE. Destroy or Free method seem to wait for the end of
thread execution anyway...

anyhow, thank YOU for ANY advice (that may rescue my diploma :))
Kamil Kossowski