I tried below code
// MyComboBox.h
Code:
 
#if !defined(AFX_MYCOMBOBOX_H__6C1728B4_F098_408B_919A_A8DA393AA426__INCLUDED_)
 
#define AFX_MYCOMBOBOX_H__6C1728B4_F098_408B_919A_A8DA393AA426__INCLUDED_
 
 
#if _MSC_VER > 1000
 
#pragma once
 
#endif // _MSC_VER > 1000
 
// MyComboBox.h : header file
 
//
 
 
/////////////////////////////////////////////////////////////////////////////
 
// CMyComboBox window
 
 
class CMyComboBox : public CComboBox
 
{
 
// Construction
 
public:
 
    CMyComboBox();
 
 
// Attributes
 
public:
 
    CBrush m_Brush;
 
 
// Operations
 
public:
 
 
// Overrides
 
    // ClassWizard generated virtual function overrides
 
    //{{AFX_VIRTUAL(CMyComboBox)
 
    public:
 
    virtual BOOL OnChildNotify(UINT message, WPARAM wParam, LPARAM lParam, LRESULT* pLResult);
 
    //}}AFX_VIRTUAL
 
 
// Implementation
 
public:
 
    virtual ~CMyComboBox();
 
 
    // Generated message map functions
 
protected:
 
    //{{AFX_MSG(CMyComboBox)
 
        // NOTE - the ClassWizard will add and remove member functions here.
 
    //}}AFX_MSG
 
 
    DECLARE_MESSAGE_MAP()
 
};
 
 
/////////////////////////////////////////////////////////////////////////////
 
 
//{{AFX_INSERT_LOCATION}}
 
// Microsoft Visual C++ will insert additional declarations immediately before the previous line.
 
 
#endif // !defined(AFX_MYCOMBOBOX_H__6C1728B4_F098_408B_919A_A8DA393AA426__INCLUDED_)
//MyComboBox.cpp
Code:
 
// MyComboBox.cpp : implementation file
 
//
 
 
#include "stdafx.h"
 
#include "TestColorCombo.h"
 
#include "MyComboBox.h"
 
 
#ifdef _DEBUG
 
#define new DEBUG_NEW
 
#undef THIS_FILE
 
static char THIS_FILE[] = __FILE__;
 
#endif
 
 
/////////////////////////////////////////////////////////////////////////////
 
// CMyComboBox
 
 
CMyComboBox::CMyComboBox()
 
{
 
    m_Brush.CreateSolidBrush(RGB(255, 0, 0));
 
}
 
 
CMyComboBox::~CMyComboBox()
 
{
 
    m_Brush.DeleteObject();
 
}
 
 
 
BEGIN_MESSAGE_MAP(CMyComboBox, CComboBox)
 
    //{{AFX_MSG_MAP(CMyComboBox)
 
        // NOTE - the ClassWizard will add and remove mapping macros here.
 
    //}}AFX_MSG_MAP
 
END_MESSAGE_MAP()
 
 
/////////////////////////////////////////////////////////////////////////////
 
// CMyComboBox message handlers
 
 
BOOL CMyComboBox::OnChildNotify(UINT message, WPARAM wParam, LPARAM lParam, LRESULT* pLResult) 
 
{
 
    // TODO: Add your specialized code here and/or call the base class
 
 
    if(WM_CTLCOLOREDIT != message)
 
        return CComboBox::OnChildNotify(message, wParam, lParam, pLResult);
 
 
    HDC hdcChild = (HDC)wParam;
 
    if(NULL != hdcChild)
 
    {
 
        SetBkMode(hdcChild, TRANSPARENT);
 
        SetTextColor(hdcChild, RGB(255, 255, 0));
 
        SetBkColor(hdcChild, RGB(255, 0, 0));
 
        *pLResult = (LRESULT)(m_Brush.GetSafeHandle());
 
    }
 
 
    return TRUE;
 
//    return CComboBox::OnChildNotify(message, wParam, lParam, pLResult);
 
}
//MyDialog.h
Code:
#include "CMyComboBox.h"
.
..... //here .... means necessary constructors() and all
.....
....
public :
CMyComboBox  mybox;
......
....
}
#MyDialog.cpp
Code:
.......
....

...

Bool MyDialog::OnInitDialog()
{
........
mybox.SetCursel(1); //DDX mapping is done by me

.....
return true;
}
Now result after compilation is ,dialog is not even loading, cursor rotates and nothing opens