Navigation bar control

You're correct. You'll have to either purchase a third-party control or write a control for yourself. Writing a control is pretty advanced stuff. For an ASP.NET application you're probably looking at interfacing your .NET programming with with some client-side Javascript or VBScript.

I need a toolbox control like the one in VS.NET. I will use this control for a windows application. I don't think that .NET framwork support already this control.

At this point nobody can. Try being a little more specific. Is this for a web application? Do you have a third party Navigation bar control? Or do you want to use some control that the .NET framework already has?