Hi,
you need to make sure you are using a post build event to copy any controls needed by your feature up to a location in the main web project.
Generally for developing features that you plan to package for others to use, you should use the installation system to configure your feature settings via xml config files, that is what all the included features do. But you can configure them manually as you are trying to do, th emistake is how you specify the path for an ISettingControl. The path should be relative to the root of the mojoPortal.Web project (Web folder) like this:
~/yourfolder/yourcontrol.ascx
The post build event in your project should copy it to the location specified in the path.
Note that to run or debug your custom feature, you need to run it in the context of mojoPortal so mojoPortal.Web must always be the startup project. You can set break points in your custom project and they will still work, but you don't launch your project by itself you use post build events to copy your files up to the main web project and you run the main web project.
For example the Flickr feature uses an ISettingControl for the theme, the control lives in mojoPortal.Features.UI/Flickr/FlickrThemeSetting.ascx, the configuration file lives at mojoPortal.Features.UI/Setup/applications/flickrslideshow/FeatureDefinitions/70001_FlickrGalleryModule.config
Hope it helps,
Joe