Rolling your own control

I have to admit I am intimidated by creating my own controls, but would love to learn how to do so.

For example:

http://www.codeproject.com/cs/miscctrl/AgToolBox.asp


Are there some good tutorials online that teach developer's how to make their own custom controls?  I would want something that really explains the philosophy behind it, and step-by-step how to do it.

Also....are there any good books that focus on this topic?


Thanks,


Tom