Is it possible to create a controlset of rectangles in a window programmatically?
The short answer is: Yes! 
Actually, there is an excellent webinar that Xojo provides:
http://developer.xojo.com/webinar-dynamic-controls
This shows the use of a control set of buttons, but the approach will work for rectangles as well. The key is that you create a control set in the IDE (which can be placed off of the main window). That control set can start out with a single member. Then you can expand on that control set via method(s) that create new controls and add them to the set. Pretty slick, actually.
Hope that helps!
Hey! That’s very interesting. Thanks very much.