It's simple to add user-defined keywords to Visual Studio 6, 7, and 8 through use of the usertype.dat file. In v6 you can set an alternate color for these keywords with Tools->Options->Format->All WIndows->User Defined Keywords.
However, for the life of me, I cannot seem to find the mechanism in v8 (Visual Studio 2005) for setting the color of the user defined keywords. Without this ability, they show up in bold blue as the other keywords do.