function xz(info:PInfo);
begin
  try
    ...
  finally
    Dispose(Info);
    ExitThread(0);
  END; //!!!!!!!!!!
end;

var
  Info: PInfo;
  thID,i : DWORD;
  Threads : Array [1..n] of DWORD;
begin
  for i := 1 to n do
    begin
      New(Info);
      Info.Login:='login';
      Info.Pass:='pass';
      Threads[i] := CreateThread(nil, 0, @xz,  Info,  0, thID);
    end;
end;