ho utilizzato il primo metoto, che per il momento, sembra risolvere il mio problema...


codice:
procedure TForm1.BtnScaricaFotoClick(Sender: TObject);
var
  SourceFile, LocalFile: string;
  ora:TdateTime;
  SR      : TSearchRec;
begin
...
...
    BtnStop.Enabled:=True;
    BtnScaricaFoto.Enabled:=False;
    ora:=cxDateEditDal.Date;
    while ora<=cxDateEditAl.Date do
      begin
       application.processmessages;
       if not BtnStop.Enabled then break;
       SourceFile := 'http://www.villamia.it/webcam/img_'+FormatDateTime('yyyymmdd',ora)+'_'+FormatDateTime('hhnnss',ora)+'_0.jpeg';
       LocalFile := ExtractFilePath(Application.ExeName)+'img\'+ExtractUrlFileName(SourceFile);
       LblFoto.Caption:='Download File...'+SourceFile;
       LblFoto.Update;

       if not FileExists(LocalFile) then
         if URLDownloadToFile(nil, PChar(SourceFile), PChar(LocalFile), 0, nil) = 0 then
          begin
           try
             cxImageFoto.Picture.LoadFromFile(LocalFile);
             cxImageFoto.Update;
           except
           end;
          end;
       ora:=IncSecond(ora,1);
      end;
....
....

procedure TForm1.BtnStopClick(Sender: TObject);
begin
  BtnStop.Enabled:=False;
  BtnScaricaFoto.Enabled:=True;
end;
grazie