<p>Can you use CMFCVisualManager with a dialog based application to change the applications appearance? If so how is it done?</p>

<p>The idea is to change the shape, colour etc. of controls such as push buttons using the MFC Feature Pack released with MSVC 2008.</p>

No, can't be done, at least not if you're talking about the Feature Pack version. Version 10 of the BCGSoft libraries do have this functionality, see for example:
http://www.bcgsoft.com/bcgcontrolbarpro-versions.htm
and
http://www.bcgsoft.com/images/SkinnedBuiltInDlgs.jpg
. The MFC feature pack is more or less the previous version of the BCGSoft libraries, MS bought a license from them.