Keyboard events don't work with MDI form

    When I open in my Delphi4 application a form of type fsMDIForm, set
 KeyPreview to True, events OnKeyDown, OnKeyPress and OnKeyUp don't working,
 though these begin to work after changing type of a form to fsNormal.
    What's the reason ? How can I force it to work with fsMDIForm ?

 Thanks in advance,
   Roman