Dynamic creation of components

Hi all,

We're currently in the process of writing a component which consists of
a image background with some TCustomEdit boxes placed on it (which
are created dynamically at run-time).  When tabbing between boxes, however,
every second box we tab into doesn't appear to gain focus (the existing
string in the box isn't highlighted, and the cursor disappears) - however
string can still be altered.  Has anyone else encountered this problem?
Are there any pitfalls to dynamic creation of components which I should
know about?