WindowMenu property

In Delphi5,

I'm using a MainMenu. It has a MenuItem named Windows1.
My mainform has it's style set to fsMDIForm. I also have several
Childwindows (there style is set to fsMDIChild).

The WindowMenu property of my mainform is set to the MenuItem Windows1.

I open the child windows using a TAction (TActionList).

Normally all child windows should be referenced in the Windows1 menu
after they are opened. This does not happen!
Has anyone experienced the same problem? How do I fix it?

Thanks i.a.
Ben Pottiez