Buttons do not generate events


I've a TAdvStringGrid placed in a frame, and I populate the grid with a few buttons at runtime. When I have the frame placed in a form, and I try to click on any button in the grid, the button remains clicked but no event is generated. If instead I click with the in a cell without button, and then click on a button, everything works smooth. 
Is there any way to get around this strange problem ?

RAD Studio 2009 Update 4, C++, Vista HomePremium 32bit