Thank you all for the replies. We figured out the solution which may be of common interest:

For each page of the page frame, create a container class that contains all of the controls for the page.
When the page activates, add the container. When the class de-activates dispose the object.
Of course, there is a small penalty of instantiating the object each time you click a new tab, but in our case at least, it's not a big problem.

Best regards,
- Peder

PS: For the record, we are using VFP6