I want to create fairly simple custom control that has group box and
checkbox on it.
This control should act as normal groupbox control ... user should be able
to drag it onto form and then
add some other controls to this groupbox (by draging thom on groupbox)... i
managed to create everything i needed
but one thing is still not working. Any control i drag onto surface of my
custom control get's added to wrong container.

When i drag some new items on my custom control these new items are added to
mycustomcontrol.Controls (ControlsCollection)
but this is not what i want.... i want them to be added to
mycustomcontrol.groupbox.Controls (ControlsCollection)

Please mention how (programtically) you add these controls to your Custom Control's GroupBox control.

As Ramy says, you can IMHO only do this programatically.