to change color of all controls 
window message "WM_CTLCOLOR" needs to process 

in MFC this can be done by modifying OnCtlColor() 

eg.

HBRUSH CTestDlg::OnCtlColor(CDC* pDC, CWnd* pWnd,
                            UINT nCtlColor)
{
  HBRUSH hbr;

  switch (nCtlColor)
  {
  // process my edit controls by ID.
  case CTLCOLOR_EDIT:
  case CTLCOLOR_MSGBOX:
    switch (pWnd->GetDlgCtrlID())
    {
    // first CEdit control ID
    case IDC_MYCONTROLNAME1:
// put your own CONTROL ID here
      pDC->SetBkMode(TRANSPARENT);  // make text
                                    // background transparent
      pDC->SetTextColor(RGB(255,0,0));
// change the text color to red.
      hbr = (HBRUSH) GetStockObject(NULL_BRUSH);
// apply a null brush, so control's rectangle
// isn't filled.
      break;
// otherwise, do default handling of OnCtlColor
  default:
      hbr=CDialog::OnCtlColor(pDC,pWnd,nCtlColor);
  }

  return hbr;    // return brush
}

refer
http://www.codeguru.com/cpp/controls/editctrl/backgroundcolor/article.php/c3929/
for more information