Popping up custom forms in the .NET PropertyGrid control

Someone asked me if I knew a way to add a custom dialog to pop up when dealing with the .NET property grid. I didn't, but when I looked it up I found a few good starting points on this matter:

 

• http://www.codeproject.com/cs/miscctrl/bending_property.asp (in C#)
• http://www.codeproject.com/vb/net/Propertygrid_Editor.asp (making the first one work in VB.NET)