DBGrid and TDateTimePicker

I am using the following routine to  show a TDateTimePicker component on a 
Date field in a DBGrid. It works but it has a quirk which makes it
unusable. 
When the user gets into the cell, a comboBox is shown and he can click on
it 
to choose the date in the Calendar; but as soon as the date is chosen and 
gets into the cell, the combo box cannot be shown anymore.
What is it that I am doing wrong ?

with Sender as TDBGrid do
  begin
  // make sure our cell has focus
  if ( gdFocused in State ) then
  begin
    // make sure we are on the proper column
    if Column.Field.DataType = ftDate then
    begin
      SetWindowPos(DateTimePicker.Handle, // handle
                   0, // change z-order
                   Rect.Left + Left + 1,
                   Rect.Top + top + 1,
                   Rect.Right - Rect.Left + 2,
                   Rect.Bottom - Rect.top + 2,
                   SWP_NOZORDER or SWP_SHOWWINDOW);
      // set the date in the datetimepicker to the date if the current 
record
      if Column.Field.IsNull then
        DateTimePicker.Date := Date
      else
        DateTimePicker.Date := Column.Field.AsDateTime;
    end;
  end;