What steps should I take upon arriving in Thailand with my new DTV after not canceling my previous business visa and work permit?

Hi, I just got my DTV approved, somehow was quite stressed because I had no idea that I was required to cancel my current business visa and work permit, since I had a friend who did it that way when DTV was launched, did not think about that at all (things were probably more relaxed at the start)

I guess I was lucky they did not ask for full passport pages copies ..

Now my question is : what should I do at immigration when arriving to Thailand ? My initial plan was that I could simply stamp in with the new DTV, and then immediately proceed to cancel my work permit at my local immigration ..

Does that sound like the right thing to do ? Do I risk to get into trouble at immigration check for not canceling my business visa and work permit prior to applying for DTV ?

Thanks for any informations :)