Delphi XE8: TEdit TextHint Disappears When Receiving Focus

Basically, I want the TextHint of my TEdits to disappear when the first character is entered and not when they receive focus, like the Edits on this Microsoft page: Sign in to your Microsoft account. Can someone please walk me through on how to achieve this?

Thank you in advance.

Based on Uwe Raabe's answer, here is a procedure (for Delphi 2007, should work for newer versions of Delphi as well):

type
  TCueBannerHideEnum = (cbhHideOnFocus, cbhHideOnText);

procedure TEdit_SetCueBanner(_ed: TEdit; const _s: WideString; _WhenToHide: TCueBannerHideEnum = cbhHideOnFocus);
const
  EM_SETCUEBANNER = $1501;
var
  wParam: Integer;
begin
  case _WhenToHide of
    cbhHideOnText: wParam := 1;
  else //    cbhHideOnFocus: ;
    wParam := 0;
  end;
  SendMessage(_ed.Handle, EM_SETCUEBANNER, wParam, Integer(PWideChar(_s)));
end;

You call it like this:

constructor TForm1.Create(_Owner: TComponent);
begin
  inherited;
  TEdit_SetCueBanner(ed_HideOnFocus, 'hide on focus', cbhHideOnFocus);
  TEdit_SetCueBanner(ed_HideOnText, 'hide on text', cbhHideOnText);
end;

It doesn't check for the Windows version though, you might want to add the if statement Uwe provided:

if CheckWin32Version(5, 1) and StyleServices.Enabled and _ed.HandleAllocated then

I just tested it with a project where I disabled runtime theming: It didn't work.