Progress on long operations

I am in need of a progress indicator for very long disk operations like file and graphic manipulations in the background. I've resorted to using TAnimate and progress bars, but they don't get updated even after using several Application.ProcessMessages. Someone mentioned that I should visit making something in threads but I have no idea how. Can anyone shed some light on this and if there is a ready-made component that I can use/buy for this?

Thanks in advance.

Andy
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