Assuming .NET 3.5 or later:
var radioButtons = groupBox1.Controls.OfType<RadioButton>().ToArray();
var selectedIndex = Array.IndexOf(radioButtons, radioButtons.Single(rb => rb.Checked));
You could create your own derived GroupBox class and add a SelectedIndex property that incorporated that code in the getter if you wanted.
Note that that assumes that a RadioButton will always be checked. Use SingleOrDefault
if that may not be the case.