C++ FAQ Celebrating Twenty-One Years of the C++ FAQ!!!
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Section 38:
[38.3] How do I display text in the status bar using MFC?

Use the following code snipped:

CString s = "Text";
CStatusBar* p =
p->SetPaneText(1, s);
This works with MFC v.1.00 which hopefully means it will work with other versions as well.