Delphi: CopyFileEx and Thread

I have a thread and a Progress Routine (a function) inside it (in my thread class).

I try to do this inside the thread:

CopyFileEx(pchar(ListToCopy.Strings[Loop]),pchar(TN+ExtractFileName(ListToCopy.Strings[Loop])), @ProgressRoutine, nil, nil, 0);

But I get an error: "Variable required" (the error is in this: @ProgressRoutine). If to make the function ProgressRoutine outside the thread then all will be normal.

How to use that function inside thread?

Thanks.