TDBAdvGrid is very slow when using filters

I'm using Delphi 2010, TDBAdvGrid version, ADOQuery, SQL database.
I have:
DataSetType = dtSequenced
FilterDropDown.AutoSize = True
FilterEdit.Enabled = True
FilterEdit.CaseSensitive = False
SortSettings.Show = True
OnDrawCell is implemented
What can be the reason that filtering and sorting is so very slow.
A dataset of 3000 records and 2 text-filters (contains)
Sorting with filtered record cost about 9 sec and changing a filter field is also very slow

What options can I use to make it faster?

Try to toggle the setting TDBAdvGrid.DataSetType and/or set TDBAdvGrid.PageMode = true

With PageMode = True and filters I got the wrong result.
DataSetType didn't change much.
I discovered the big time consumer which is:
FilterDropDownAuto = True
FilterDropDownCheck = True

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Can you check if it helps to implement the grid.OnGetRecordCount event as mentioned in the dev. guide on page 6:

to accelerate the operation in case your database has a slow MovBy() implementation?