TdbAdbGrid List Index Out of Bounds

We have a grid with sort options enabled and connected to a TAdoQuery.
Clicking once on different columns there are no problem.
When click a second time on the same header column to sort descendent there are no problem but when we click a third time the grid shows a "List Index out of bounds (-2147483645)".
After that the grid returns this error whenever we click any header column.

Did you have a look at our demo ADOSorting in the DBAdvGrid samples? This works without problems here. What is different in your app from this demo?