BCGControlBar Pro for MFC
void CBCGPEdit::SetErrorMessage ( LPCTSTR  lpszMessage,
COLORREF  clrText = (COLORREF)-1,
BOOL  bRedraw = TRUE,
BOOL  bDrawPromptWhenFocused = FALSE 
)

Sets a custom error message.

Parameters
lpszMessageThe error message text.
clrTextThe error text color.
bRedrawSpecifies whether a control should be redrawn.
bDrawPromptWhenFocusedSpecifies whether error message is visible when the edit control is focused.