Assuming you're talking about C / C ++, yes:
Create a file called usertype.dat containing your keywords (one per line) and save it in C: \ Program Files (x86) \ Microsoft Visual Studio 10.0 \ Common7 \ IDE or equivalent.
In VS, go to Tools / Options / Fonts and Colors / Text Editor, and in the List of Displayed Elements, select User Keywords. Set the colors, OK dialog and restart VS.
Richiehindle
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