How to move a panel or frame by dragging it or any component inside it?

In a white full screen form I will have seven frames from the same source. I want to move them with the mouse and save that position when exit, for loading later in that same position. I can move a panel if I hold mouse down on it and move it, from a code I got in delphi.about.com

But if I click in a WinControl inside that panel, of course I do not get the OnMouseDown from the panel.

How can I move the panel (or the frame) moving any control inside it without coding on every component it has?

Here is a quick example that explains what I am referring to by an overlay:

TTransparentPanel = class(TPanel)
protected
  procedure WMEraseBkGnd(var msg: TWMEraseBkGnd); message WM_ERASEBKGND;
  procedure CreateParams(var params: TCreateParams); override;
end;

procedure TTransparentPanel.CreateParams(var params: TCreateParams);
begin
  inherited CreateParams(params);
  params.ExStyle := params.ExStyle or WS_EX_TRANSPARENT;
end;

procedure TTransparentPanel.WMEraseBkGnd(var msg: TWMEraseBkGnd);
begin
  SetBkMode (msg.DC, TRANSPARENT);
  msg.result := 1;
end;

In the form you have something like this:

procedure TFormTest.FormCreate(Sender: TObject);
begin
  FTransparentPanel := TTransparentPanel.Create(Self);
  FTransparentPanel.Parent := self;
  FTransparentPanel.Align := alClient;
  FTransparentPanel.Visible := True;
  FTransparentPanel.OnMouseDown := FormMouseDown;
  FTransparentPanel.OnMouseUp := FormMouseUp;
  FTransparentPanel.OnMouseMove := FormMouseMove;
end;

procedure TFormTest.FormMouseDown(Sender: TObject; Button: TMouseButton; Shift:
    TShiftState; X, Y: Integer);
var
  I: Integer;
begin
  // Check if there is a control under X, Y
  FMoveControl := nil;
  for I := 0 to ControlCount - 1 do
  begin
    if Controls[I] <> FTransparentPanel then
    begin
      if (Controls[I].Left <= X) and (Controls[I].Top <= Y) and
         ((Controls[I].Left + Controls[I].Width) >= X) and ((Controls[I].Top + Controls[I].Height) >= Y) then
      begin
        FMoveControl := Controls[I];
        break;
      end;
    end;
  end;
  if Assigned(FMoveControl) then
  begin
    FStartLeft := FMoveControl.Left;
    FStartTop := FMoveControl.Top;
    FStartX := X;
    FStartY := Y;
  end;
end;

procedure TFormTest.FormMouseMove(Sender: TObject; Shift: TShiftState; X, Y:
    Integer);
begin
  // Move it
  if Assigned(FMoveControl) then
  begin
    FMoveControl.Left := FStartLeft + (X - FStartX);
    FMoveControl.Top := FStartTop + (Y - FStartY);
  end;
end;

procedure TFormTest.FormMouseUp(Sender: TObject; Button: TMouseButton; Shift:
    TShiftState; X, Y: Integer);
begin
  FMoveControl := nil;
end;

This flashes a little bit when you move the control but should give you an idea on how to proceed.