I found some source code to use an IconComboBox with the follow function.
I made an Icon in Visual 2008 but I don't now how I must use the function.
I don't understand how I must give the filename to the function?
With this you can use the regular combobox with the right settings of MFC.
-> Just change the normal combobox class to CColorPickerCB class.
-> Don't forget to initialize with classname.InitializeDefaultColors();
-> DONE
No, not "good" code at all (not professional, full of bugs (see remarks))
The best samples codes, from which all samples are copied, are in MSDN (PSDK, MS KB, MSDN api doc, etc)