Default menu colors are determined by system settings, so the easiest way would be to change the menu option in your system appearance properties.  If you need to change this only in your application for some reason, you will need to owner-draw the menu.  You can find tons of articles and examples about owner-drawn menus if you search on 
Google, and you may want to also take a look at the Microsoft Knowledge Base article 
OwnCombo.exe Demonstrates an Owner-Draw Combo Box for an example of how to customize various menu settings via owner-draw.  Another article you might find interesting is 
MFC Self-Drawing Menus on 
MSDN.  Once you understand how to owner-draw menus, you can customize anything you want on the menu, including the background color.
- Elton