Child Dockable WIndows

I have three toolwindows in my app that are supposed to be dockable.
In the OnCreate event I set them as child of the main window by:

SetParent(MainFrm)

Now, on run, if I drag them once they lose their state of child and start to
be indipendant windows. This doesn't happen if I set their dragstyle on
dsDrag.

This is someway annoying. If anyone can help.....

TIA

Gianlorenzo Thione