When I launch a dialog the alt accelerators are not visible on the controls. Accelerators are visible only after I press alt.
eg. if my button text is &Save on launch the button doesn't have underline effect under 'S'. it is visible only after alt is pressed.
Microsoft, in their infinite wisdom, changed the default behavior (in WinXP if memory serves) so that acclerators would only be shown after the ALT key was pressed. They were presumably worried that mouse-centric users would be confused and distressed by the extra information, so it would be hidden by default. My bet is that this was perpetrated by the same idiot who thought file extensions were a big cause of stress and so should be hidden.
The good news is that you can revert to the old behavior. For example, with Visa open the Control Panel, open the "Ease of Access Centre" applet, click on the "Make the keyboard easier to use" link, goto the section "Make it easier to use keyboard shortcuts" and check the box "Underline keyboard shortcuts and access keys". I only found it because I knew there was a setting for this!
The bad news: this won't make any difference when your program is used on another computer (or even under a different login on your computer), unless that user has also changed the setting too.