1. Create an MFC dialog application.
2. In the VS2010 designer, add a CMFCColorButton.
3. In the dialog's OnInitDialog method, initialize the color button. For instance, if the color button's ID is IDC_CBTN:
((CMFCColorButton*)GetDlgItem(IDC_CBTN))->EnableOtherButton(L"More colors...");
This initializes the "other" button with second and third parameters set to their default values of TRUE, thus indicating that the button should pull up the CMFCColorBar control and that the button should be enabled.
Unless the code indicated above is added to the .rc2 file, clicking the "other" button will have no effect.