In VS2008, you could enable right-margin marks by creating a string registry entry named Guides
under HKCU\Software\Microsoft\VisualStudio\9.0\Text Editor
. It also worked with the express editions: replace VisualStudio with VCExpress or VCSExpress.
The value I had was: RGB(192,192,192) 80, 100
which gave me light gray lines at columns 80 and 100.
I've just tried (and failed) to set them up in VC++2010 Express and VC#2010 Express; does anyone know if they're still supported?