Well, there are some new things to be learn in 2005 if you are going to compare it with 2003,
for the current situation you can achieve the controls for grid layout by following this steps.
Once you drag and drop control on to the webform, right click on the web control and then from the context menu select Style. with in the style builder select Layout -> Position -> (select your option).
Note:- if you have selected the layout position as "Absolute", the control will be still at the same position, but now you can move the control freely over the web form.
Let me know if it sound Confusing....