Speed buttons under Delphi 2.0

I'm working on setting up some buttons in a group that when one of them
is selected the rest stay up.  Radio buttons.  I've been trying to get
the speed buttons to do this and I've almost got it.  However, I can't
get the 'stay down' bitmap to apppear.  All I get for any button that is
pressed down is a gray button.  I don't know where my image went?
South?  However, the up images are okay and so are the pressed images.
I've read the online help, made sense about the four possible states of
a button, but I still don't see why I can't get any of these *@#$ speed
buttons to show a down state with the images that I've selected.

I looked at the demos and found the example with buttons & glyphs but it
didn't help either.  I've even read the User's Guide which I thought was
just about ready to walk me thru this and "Dead end!"  Anyone know how
to get a speed button to toggle thru up/down bitmaps?