type TReadMsg = packed record
   User:array [0..127] of char;
   Msg:array [0..1023] of char;
 end;
type TSendMsg = packed record
   ID:Byte;
   User:array [0..127] of char;
   Msg:array [0..1023] of char;
 end;
...
procedure TMainForm.ServerClientRead(Sender: TObject; Socket: TCustomWinSocket);
var
 CMD:Byte;
 I:integer;
 AllMsgRead:TReadMsg;
 AllMsgSend:TSendMsg;
begin
 Socket.ReceiveBuf(CMD,SizeOf(CMD));
 case CMD of
 125:
   begin
     Socket.ReceiveBuf(AllMsgRead,SizeOf(AllMsgRead));
     AllMsgSend.ID:=125;
     StrLCopy(AllMsgSend.User,AllMsgRead.User,SizeOf(AllMsgSend.User));
     StrLCopy(AllMsgSend.Msg,AllMsgRead.Msg,SizeOf(AllMsgSend.Msg));
     for I := 0 to Server.Socket.ActiveConnections-1 do
       Server.Socket.Connections[i].SendBuf(AllMsgSend,SizeOf(AllMsgSend));
   end;
 end;
end;

type TReadMsg = packed record
   User:array [0..127] of char;
   Msg:array [0..1023] of char;
 end;
type TSendMsg = packed record
   ID:Byte;
   User:array [0..127] of char;
   Msg:array [0..1023] of char;
 end;
...
procedure TMainForm.ClientRead(Sender: TObject; Socket: TCustomWinSocket);
var
 CMD:byte;
 AllMsg:TReadMsg;
begin
 Socket.ReceiveBuf(CMD,SizeOf(CMD));
 case CMD of
   125:
   begin
     Socket.ReceiveBuf(AllMsg,SizeOf(AllMsg));
   end;
 end;
end;

procedure TMainForm.BtSendClick(Sender: TObject);
var
 AllMsg:TSendMsg;
begin
 AllMsg.ID:=125;
 StrLCopy(AllMsg.Msg,Pchar(Msg),SizeOf(AllMsg.Msg));
 StrLCopy(AllMsg.User,Pchar(UserName),SizeOf(AllMsg.User));
 Client.Socket.SendBuf(AllMsg,SizeOf(AllMsg));
 //вот это сообщение отправляется 2 раза
end;