Pretty easy this, but not obvious. Sure, it looks like all you have to do is 
send a WM_SETFONT message, and that's true, but you need the font in order 
to send the message. So we have a create a font object, and make sure it 
stays alive for long enough so that the dialog can use it.

Step 1. Add a font member object to your dialog class, like so:

 private: 
   CFont m_fntBoldComic;
 

Step 2. Using ClassWizard, create a control member variable for the item you 
        want to change. If the item is a static give it a new ID, i.e. DON'T 
        use ID_STATIC.

Step 3. Create your font object when the dialog initialises, after the base 
        class handler has been called, then call the CWnd member SetFont function 
        for the member variable you created in Step 2. I'm changing a radio 
        button label here:

 BOOL CTestbed2Dlg::OnInitDialog()
{
   LOGFONT lfNew; 
   CDialog::OnInitDialog();

   ZeroMemory (&lfNew, sizeof(LOGFONT));
   lfNew.lfHeight = 18;
   lfNew.lfWeight = FW_BOLD;
   strcpy (lfNew.lfFaceName, "Comic Sans MS"); 
   m_fntBoldComic.CreateFontIndirect(&lfNew);

   m_ctrlRadio1.SetFont (&m_fntBoldComic, TRUE);

   // etc...
}   
 

And that's all there is to it. The font object lives for as long as the dialog 
does, because it's a member.