You need to send a message to the progressbar control using the SendMessage API.
Here is an answer[
^] on StackOverflow that shows pretty well how to change the color.
On second look though its almost exactly the same that you are doing, so you may need to add something like this to disable themeing for your progress bar. You will have to include uxtheme.h and uxtheme.lib...
SetWindowTheme(hwndProg, _T(""), _T(""));
Where
hwndProg
is the HWND handle of your progress bar.