You need to add a Designer attribute to your control, and use a type that derives from or is the ParentControlDesigner Class (needs a reference to the System.Design.dll assembly), like this:

[Designer(typeof(MyCustomControlDesigner1))]
public partial class CustomControl1 : Control
{
    public CustomControl1()
    {
        MyBox = new GroupBox();
        InitializeComponent();
        MyBox.Text = "hello world";
        Controls.Add(MyBox);
    }

    public GroupBox MyBox { get; private set; }
}

public class MyCustomControlDesigner1 : ParentControlDesigner
{
    // When a control is parented, tell the parent is the GroupBox, not the control itself
    protected override Control GetParentForComponent(IComponent component)
    {
        CustomControl1 cc = (CustomControl1)Control;
        return cc.MyBox;
    }
}