TidAntifreeze

I've built an HTTP application that downloads some video files.  Because of
the time duration of the download I want to pop up a form with a progress
bar.  However, the user interface freezes during the download.

So, I added a TidAntifreeze component to the application, but it doesn't
have any effect.  All the documentation I see says "just drop a
TidAntifreeze component anywhere in the application.."

What am I missing?

Thanks.

David