Make sure you have the column active (using properties dialog) when you drop the control on the form, then it should appear under the textbox for that column, also you will need to set the currentcontrol property for the column.

Another way to approach it is to use the AddObject method for the column in the grid, doing it this way (programatically) you don't need a custom class because you can add the container then add the checkbox to the container the same way.

Bob