Add the PropertyGrid to the host, and the host to the WPF Grid
===============================================================

<Window x:Class="WpfApplication1.Window1"
  xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
  xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
  Title="Hosting a Windows Forms Property Grid in WPF"
  Loaded="Window_Loaded">
    <Grid Name="grid"/>
</Window>
//File:Window.xaml.cs
using System;
using System.Windows;
using System.Windows.Controls;
using System.Windows.Data;
using System.Windows.Documents;
using System.Windows.Media;
using System.Windows.Shapes;

namespace WpfApplication1
{
    public partial class Window1 : Window
    {
        public Window1()
        {
            InitializeComponent();
        }

        private void Window_Loaded(object sender, RoutedEventArgs e)
        {
            System.Windows.Forms.Integration.WindowsFormsHost host =
                new System.Windows.Forms.Integration.WindowsFormsHost();
            System.Windows.Forms.PropertyGrid propertyGrid =
                new System.Windows.Forms.PropertyGrid();

            host.Child = propertyGrid;
            grid.Children.Add(host);
            
            
            propertyGrid.SelectedObject = this;
        }
    }
}