You need to implement a Designer for your usercontrol and create the panel
in it's OnSetComponentDefaults() method.

Here's a basic example in VB.

note: you need to add a reference to System.Design.dll.

\\\
Imports System.ComponentModel
Imports System.ComponentModel.Design

<Designer(GetType(MyDesigner))> _
Public Class MyUserControl
   Inherits System.Windows.Forms.UserControl

   'Your code here

End Class

Friend Class MyDesigner
   Inherits System.Windows.Forms.Design.ControlDesigner

   Public ReadOnly Property DesignerHost() As IDesignerHost
       Get
           Return DirectCast(GetService(GetType(IDesignerHost)), _
                             IDesignerHost)
       End Get
   End Property

   Public ReadOnly Property HostControl() As Control
       Get
           Return Me.Control
       End Get
   End Property

   Public Overrides Sub OnSetComponentDefaults()
       Dim p As Panel = DirectCast(Me.DesignerHost.CreateComponent _
                        (GetType(Panel)), Panel)
       p.Location = New Point(10, 40)
       p.Size = New Size(HostControl.Width - 20, HostControl.Height - 50)
       p.Anchor = AnchorStyles.Left Or AnchorStyles.Top Or _
                  AnchorStyles.Right Or AnchorStyles.Bottom
       HostControl.Controls.Add(p)
   End Sub

End Class
///