I imagine you want to rotate the translation axes when you rotate the control object; for this to happen, its parent has to rotate instead.
One way to do it would be to instance the control object's rotation controller to its own parent's rotation controller (possibly replacing it) and make the control object's rotation controller have no effect. That way you'll be rotating the control object, but the actual rotation would be happening at its parent.
I don't know how this would be done in Maya, but in Max It's rather trivial:
1. place and link stuff the way you want, freeze transforms of the ctrl
2. open trackview, find the zero euler rotation track of your ctrl object; select it, RMB and choose copy
3. select its parent, find its rotation track. If it isn't a list, RMB and "Assign Controller", pick rotation list. Select the "available" track in this newly created list controller, RBM and pick "paste as Instance"
4. If you leave it like this you'll get double transforms on rotation. Select ctrl object, find it's zero euler rotation track, double click on the list controller it belongs to, a dialog will open, select the zero euler in the list, set weight to 0.0