,... that's probably because you don't have the required indy sources...
If you add unit bla, this means the compiler goes looking for bla.pas (and bla.pp and BLA.PAS... but that's beside the point).
I suggest you read up on how to install Indy (or Synapse or LNET) in the wiki...
Good luck,
BigChimp
PS: It can be done - even I could get Synapse working
