I am sure you must be aware of Visual Webpart is not applicable in Sandbox solution when you try to
add it on Visual Studio 2010.
But now you can
install a Visual Studio 2010 SharePoint Power Tools to helps you resolve this
problem, after installed just insert your new Visual Webpart (Sandbox) as
normal.
But as Sandbox solution, this still has limitation which constrained by SharePoint Sandbox framework.
Here the link to
download the Power Tools.
