Parent overrides OnChange event?

Does anyone know why the OnChange and OnClick events do not
happen for the TComboBox in the following example:

 - I've got a TStringGrid and a TComboBox control on the same
form.  When I assign the Parent property of the TComboBox to
point to TStringGrid, the OnChange and OnClick event handlers
refuse to fire for the TComboBox.  Why is this?  Is there a
work-around?

Essentially, I'm positioning the TComboBox into a grid cell at
run-time.  This works fine, however, when a user selects an item
from the TComboBox, I want to run the following piece of code
from the OnChange event handler:

with StringGrid1 do
   Cells[Col, Row] := ComboBox1.Text;

But nothing happens.

Let me know...

Thanks,
Jim Rofkar
Instinet (Reuters).