Follow just three simple steps.

Step1:

Add OnCtlColor() method in your Message map like:-

BEGIN_MESSAGE_MAP(CDATToSWFDlg, CTrayDialog)
ON_WM_CTLCOLOR()
END_MESSAGE_MAP()

Step2:

Add this method in your code.

HBRUSH CDATToSWFDlg::OnCtlColor(CDC* pDC, CWnd* pWnd, UINT nCtlColor)
{

CBrush m_brush;

m_brush.CreateSolidBrush(RGB(239, 255, 255)); // Set color to your Dialog
///////// SETTING BORDER /////////

pDC = GetWindowDC();
CRect rect;
GetWindowRect(&rect);
rect.OffsetRect( -rect.left, -rect.top);
CBrush brush( RGB(0, 0, 0)); // Color of your desired border
pDC->FrameRect( &rect, &brush);
int borderWidth = 4; // Set the width of your desired border.
for(int i=1; i<borderWidth; i++)
{
rect.OffsetRect( -rect.left+i, -rect.top+i);
pDC->FrameRect( &rect, &brush);
}
HDC hdc = pDC->GetSafeHdc();
for(i=1; i<borderWidth; i++)
{
rect.OffsetRect( -rect.left-i, -rect.top-i);
pDC->FrameRect( &rect, &brush);
}
ReleaseDC(pDC);
//////////////////////////////////
return m_brush;
}

Step3:

Define OnCtlColor() method in header file of Dialog like:-

class CDATToSWFDlg: public CDialog
{
// Construction
public:
HBRUSH OnCtlColor(CDC* pDC, CWnd* pWnd, UINT nCtlColor);
}

Thats it…. Now just run it and enjoy
But please add in comments if you have any powerful solution.
Thanks.

If you want to change the background color of your dialog box, it is a very simple.

In your CTestDlg header file, declare a member variable from CBrush:

class CTestDlg : public CDialog{…protected: CBrush m_brush;…};

Then, add this line in the OnInitDialog function:

BOOL CTestDlg::OnInitDialog(){ … m_brush.CreateSolidBrush(RGB(255, 255, 255));

// color white brush …

}

Finally do this on the ID_CTLCOLOR handle:

BEGIN_MESSAGE_MAP(CDesktopToSWFDlg, CTrayDialog) ON_WM_CTLCOLOR()END_MESSAGE_MAP()

HBRUSH CAboutDlg::OnCtlColor(CDC* pDC, CWnd* pWnd, UINT nCtlColor){

/*** No need to do this!****

HBRUSH hbr = CDialog::OnCtlColor(pDC, pWnd, nCtlColor);

*//*** Return the white brush.*/

return m_brush;}

Hope it could help any fellow programmer.