Produce and consume message data for communication with a secondary thread

Hi,
I'm trying to avoid the hard-sync (Synchronize, WaitFor, OnTerminate)
approach when I'm communicating with a  background thread. I'm trying to
do it with posting messages to the background thread (thread has got a
message loop) and from the background thread (to a thread-monitoring
class having allocated a handle and a window procedure). I'm not sure -
am I doing it the right way? Please advice.

I have defined a structure for data of request/response notification and
methods for producing and consuming the data:

type
   TJobMsgData = packed record
     CmdId: Integer;
     CmdProgress: Integer;
     MsgStr: PChar;
   end;
   PJobMsgData = ^TJobMsgData;

function ProduceJobMsgData(const CmdId, CmdProgress: Integer;
   const MsgStr: PChar): PJobMsgData;
begin
   Result := AllocMem(SizeOf(TJobMsgData));
   Result.CmdId := CmdId;
   Result.CmdProgress := CmdProgress;
   Result.MsgStr := StrNew(MsgStr);
end;

procedure ConsumeJobMsgData(var PMsgData: PJobMsgData);
begin
   if (PMsgData <> nil) then
   begin
     StrDispose(PMsgData.MsgStr);
     FreeMem(PMsgData);
     PMsgData := nil;
   end;
end;

Now when I want to post a request/response notification (to the thread
or to the window), I use:
// produce message data and post it to a thread or window
pMsgData := ProduceJobMsgData(123, 0, 'Blah...');
PostMessage(MsgWnd<or thread>, WM_XXX, 0, Integer(pMsgData));

The receiving thread/window "consumes" the data this way:
// react on received message data, do this then to that...
// finally somebody should deallocate the memory:
pMsgData := PJobMsgData(Message.LParam);
ConsumeJobMsgData(pMsgData);

Is this a valid approach?
Thanks in advance,
mikk