Use Connect() for compatibility (notably with VC6 which doesn't support
Bind()). Also connect the event handlers on loading the dialog instead of
waiting until the relevant page is selected, this makes the code slightly
simpler as we don't need to remember whether we connected them or not any
longer.
git-svn-id: https://svn.wxwidgets.org/svn/wx/wxWidgets/trunk@66062 c3d73ce0-8a6f-49c7-b76d-6d57e0e08775