This one took me a little searching but it actually extraordinarily simple to do. In many Windows desktop applications, similar controls are grouped together under a titled category similar to this:

To create this look, there is a really simple way that doesn't require any fancy javascript or CSS positioning. You just use the asp:Panel control. The HTML/ASPX code looks like this:

<asp:panel ID="pnlGroupBox" runat="server" GroupingText="My Group Box Name&nbsp;">
    <table border="0" cellpadding="5" cellspacing="0">
        <tr>
            <td>
                This is the text or other controls that are in my group box.
                <br />
                <br />
                You could put a checkbox <asp:CheckBox ID="cbx1" runat="server" /> or a radio button <asp:RadioButton ID="rdo1" runat="server" />
                or any other .NET control here.
            </td>
        </tr>
    </table>
</asp:panel>

 
When you add this code to your ASPX page and run it, you should see something similar to this:

This has been tested and works on IE 6.0 or higher, Safari 2.0 or higher, and Firefox 2.0 or higher.