How do I install Indy into Borland C++ Builder?

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Close the Borland C++ Builder IDE if it is open.
Temporarily copy IDPAS32.obj to a temporary directory.  You do not want to delete that file because it is NOT part of the Indy package.
Remove all Indy files including dclindy*.bpl, dclindy.*, dclindy*.bpl, indy*.lib, id*.pas, id*.hpp, id*.obj, and id*.dcu. Take care that you only remove the old Indy files and not something else. Be sure that you also remove any indy*.bpl from your Windows\System32 directory.
Restore IDPAS32.obj from the temporary directory you created earlier to the directory where it was originally located. 
Remove all old Indy Help files, indy.*,  from the Help subdirectory and replace them with the new ones.
Place the new version of Indy in a directory of your choice.  When unzipping, please keep the \source directory for the archive intact because that is used by some build batch files.
In the source directory, there are several batch files.  Run the appropriate one for your version of Borland C++ Builder:
FULLC4.BAT - Borland C++ Builder 4
FULLC5.BAT - Borland C++ Builder 5
FULLC6.BAT - Borland C++ Builder 6
These batch files create subdirectories in the main Indy directory folder.  They are (C4 for C++Builder 4, C5 for C+Builder 5, and C6 for C++Builder 6).  These directories contain:
The Indy .DCU files
The Indy .HPP files
The Indy .LIB file
The Indy .OBJ files
The Indy Design-Time .BPL
Open the Borland C++ Builder IDE.
In your C++Builder IDE, add the Indy design-time package with Component|Install Package...|Add...  Go to the subdirectory where the Indy .DCU's and Design-Time .BPL was placed by the batch file.  Add the Design-Time .BPL that is listed.  It usually is named dclIndy followed by the Borland C++ Builder version and an 0.
Add the path where the .DCU's are located to your environment.  Do this with Tools|Environment Options...|Library...|Library Path...
Add the path where the .HPP's are located to your project. Do this with Project|Options|Directories|Conditionals|Include path. Check the box Default and click OK to save this setting.