Grouping GDI+ Objects logically

I need to generate objects in GDI+ that are made up of several shapes each of a different colour. Each object will be transformed in various ways (rotated, Translated and scaled) as a single unit without effecting other objects on the "canvas"

Is there any support built into GDI+ to do this or would i need to manage the grouping myself. Of course GraphicsPaths won't cut it and I have looking into using GraphicsContrainers but they make it awkward to keep track of global coordinates.

Help please anyone.

Thanks
Dan