TWebBrowser in MDI app

I wanted to have a child form in my MDI app that has browser capability.
Using sample code WEBBROWS from Delphi 5 I am able to have child browser,
but problem is that it is not downloading everything from site I go to (no
pics) only text.
Also after it goes to first site when I try to go somewhere else I get this
message :

--------
Microsoft Internet Explorer
Internet Explorer cannot open the Internet site http://www.mysite.com/.
The application called an interface that was marshalled for a different
thread
--------

If I manage to launch one more child browser before first one is completely
done with downloading first site, then both browsers are working fine.
Also if I use same code that I have in child browser as a SDI app,
everything is fine.

Any idea?

Thank you

Peter Vostinic
Control Master Inc.