my understanding is that a mdi parent form does not typically have any controls on it (besides menus & toolbars etc). I had the same problem btw when I tried to use ToolStripContainer, the following forum topic on msdn is relevent:
Re: ToolStripContainers and MDI applications - MSDN Forums.
I am wondering why your datagrid panels are on the mdi parent, and not on a child form?