[wrun]

Код:

program WSms;
{$APPTYPE CONSOLE}

uses
  SysUtils,
  JvComponentBase,
  JvUrlListGrabber,
  JvUrlGrabbers,
  JvTypes,
  Classes;

type
  TObjectHandler = class(TObject)
    procedure HttpGrabberDoneStream(Sender: TObject; Stream: TStream;
      StreamSize: Integer; Url: string);
  end;

var
  tels, msg: string;
  HttpGrabber: TJvHttpUrlGrabber;
  FObjectEvent: TObjectHandler;
  ObjectEvent: TObjectHandler;

procedure TObjectHandler.HttpGrabberDoneStream(Sender: TObject;
  Stream: TStream; StreamSize: Integer; Url: string);
begin
  Writeln('Done:');
  Readln;
end;

begin
  try
    if true then
    begin
      HttpGrabber := TJvHttpUrlGrabber.Create(nil,'google.com',nil);
      FObjectEvent := TObjectHandler.Create;
      HttpGrabber.ProxyMode := pmManual;
      HttpGrabber.ProxyAddresses := 'proxy:8080';
      HttpGrabber.ProxyUserName := 'login';
      HttpGrabber.ProxyPassword := 'Pass';
      HttpGrabber.OutputMode := omStream;
      HttpGrabber.Url := 'http://url.ru';
      HttpGrabber.OnDoneStream := FObjectEvent.HttpGrabberDoneStream;
      HttpGrabber.Start;
    end;
    Writeln('Main:');
    Readln;
  except
    on E: Exception do
    begin
      Writeln(E.ClassName, ': ', E.Message);
      Readln;
    end;
  end;

end.

Создание HttpGrabber сделал. Вроде правильно.

По остальному никак не пойму (