I have found the answer, inserting is the best option.
public override DesignerActionItemCollection GetSortedActionItems()
{
DesignerActionItemCollection actionItems = base.GetSortedActionItems();
actionItems.Insert(0, new DesignerActionHeaderItem("MySmartTag Support"));
actionItems.Insert(1, new DesignerActionPropertyItem("BackColor", "Back Color"));
actionItems.Insert(2, new DesignerActionPropertyItem("ForeColor", "Fore Color"));
return actionItems;
}