WindowMenu shortcut problem

I've reached the problem or bug, which (I sure) is well-known. In MDI
application I've assigned some menu item from Main Menu to "WindowMenu"
property of MainForm. If I will try to click some shortcut that is not
in WindowMenu, I am receiving Error Message "List index out of
bounds(<index>)". Looks like Delphi bug. Any suggestions?
I am working with NT4, Delphi 4, update packs 2+3.
Thanks