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[edit] wxStaticBox

I usually use this in combination with a wxStaticBoxSizer:

         wxStaticBox * logfilesbox = new wxStaticBox (this, -1, "Log files:");
         wxStaticBoxSizer * logfilessizer = new wxStaticBoxSizer (logfilesbox, wxVERTICAL);
         logfilessizer->Add(...);
         logfilessizer->Add(...);
         parentsizer->Add(logfilessizer);