var
ms:   TMemoryStream;
jpeg: TJpegImage;

try
httpcli1.URL:= ('http://milo.ru/captcha.php?id='+captcha_id);
httpcli1.ProxyPort:= porta;
httpcli1.ProxyUsername:=logina;
httpcli1.ProxyPassword:=passa;
httpcli1.Get;
httpcli1.RcvdStream:=ms;
ms.Position := 0;
jpeg.LoadFromStream(ms);
Image1.Picture.Graphic := jpeg;
finally
jpeg.Free; ms.Free; httpcli1.Free;
end;