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You need to manually add an entry in the registry to do this.
[HKEY_CURRENT_USER\Software\Microsoft\VisualStudio\9.0\Text Editor] "Guides"="RGB(192,192,192) 110"
110 Being your line limit, and 9.0 being the version of your VS. (2005 users should find 8.0)
192,192,192 indicates gray colour you can change it to any colour you like by twiking this values