Delphi form gives a bad pixel format for OpenGL

Question

I'm using the SDL library to try to create a rendering context in a Delphi form. Everything works well until I try to create the renderer itself. It calls wglCreateContext, which fails. The error message says "Invalid pixel format."

The pixel format is based on the hdc for the form, which is all set up and managed internally by the VCL. Does anyone know how to figure out what's going wrong and correct it?