For me in the Wash DC area it is so difficult to grow them.
The D.C/No.Va./Maryland Mid-Atlantic area is boxwood central. The Natioanl Arb. is home to the American Boxwood Society's Boxwood Memorial Garden--
http://www.boxwoodsociety.org/FAQ.htm
There are boxwood hedges around the city and surrounding coutnryside that are well over 250 years old. I've been growing them as bonsai for over 10 years now. Boxwood grow like weeds here. You shouldn't be having problems.
They need as much sunlight as they can get. Needless to say, they should be outside all year--unless you have a Buxus Harlandii--which is a warmer weather species that requires overwintering above 35 degree.. All the other box should be kept outside with no exceptions. Box can handle any winter weather this area can dish out--although freezing weather will bronze foliage--which greens up again in the spring. Indoors they die quite quickly.
Full sun all day in the summer can be a little too much. Open afternoon shade is best then.
Soil requirements are a little on the open side too. Well drained soil is essential. Soggy soil, too frequent watering, too much ferlizer and acidic soil can slow box tremendously. Soggy soil will kill them.
I would avoid trying to grow these plants from cuttings for bonsai. They are extremely slow growing and it will take quite a while (Probably more than 15 years) to turn a small cutting into a decent bonsai. Start with establish nursery stock (particularly the "Korean" boxwood variety of Buxus microphylla (Koreana). It's the most winter hardy variety in this area.