Bradley is correct. Currently, RadControls for WinForms do not register into the Visual Studio 2008 Toolbox under Windows Vista and also in particular cases into the Visual Studio 2008 Toolbox under Windows XP. We will research these cases and will address the issue for one of our next releases. Until then, you can install the controls to the Toolbox manually, following this Knowledge Base article: Manually add RadControls for WinForms to the VS Toolbox.
Feel free to contact us again with any other questions you have.