When you connect a command, you get back a CommandConnection object. This object has an Options property that you can use to specify that you are going to set the caption instead of letting the command determine the caption. In the full MFC OI example change:
mSequenceFileViewMgr->ConnectCommand(mFileTab.mEntryPoint1Btn, CommandKind_ExecutionEntryPoints_Set, 0, CommandConnection_NoOptions);
to
mSequenceFileViewMgr->ConnectCommand(mFileTab.mEntryPoint1Btn, CommandKind_ExecutionEntryPoints_Set, 0, CommandConnection_NoOptions)->Options = CommandConnection_IgnoreCaption;
mFileTab.mEntryPoint1BtnCWnd.SetWindowText("Run the sequence");
For the About menu item, it is the only menu item in the example that is not connected to a command. The only reason
its text changes is because the application is localizing all of its strings by calling localizer.LocalizeWindow. If you change the ABOUT caption in the menu resource to anything else, it won't be found in the string files and thus won't be localized.