How to add property of type Collection in my own Component

Question

I have one little problem. For example in dataGrid properties is propertie TableStyles and it is collection and when you click on this propertie, the new form is shown with new propertie window,it is called DataGridTableStyle Collection Editor when you can add new table style to the collection.So my problem is, when i am doing my own component ,how can i create this propertie...