Docking to An AutoSize TPanel Loses the Control I'm Docking

I'm very familiar with Delphi 1, but am brand new to Delphi 4
(Professional).  I've installed updates 2 and 3.  I'm trying to dock
ToolBar1 onto Panel1.  I've been using the settings suggested in the help

Panel1.Align:= alTop;
Panel1.AutoSize:= True;
Panel1.DockSite:= True;
Panel1.UseDockManager:= True;

ToolBar1.DragKind:= dkDrop;
ToolBar1.DragMode:= dmAutomatic;
ToolBar1.UseDockManager:= True;

Panel1 Is empty.  Toolbar1 has 3 buttons.  I start with ToolBar1 on the
form.  If I try to drop Toolbar1 on Panel1, I find that the Height and Width
of Toolbar1 have been set to 0.  So, it looks like the ToolBar is gone.
(It's really just to small to see).
    In the Panel1.DockDrop Event, I can manually set the Height and Width of
Toolbar1 so I can see it.  But, shouldn't this happen automatically?  Is
there something I'm doing wrong?
    Also, I'd like to get rid of the [x] button on my Toolbar that appears
when I start dragging it, and then it stays once I've docked it.  I'm
assuming I need to do something with FloatingDockSiteClass, but this
property seems hard to get at.  When (and how) should I set it?