How do I make the line the separates the frozen and non-frozen columns thicker(2 pixels wide) so it is more noticeable.  I know I can change the color, but I do not want to use a flashy color(i.e. pink) to make it standout.  I'd rather just use black(I know, how boring;-))

With GetProperties()->SetColor(gxnPropFixedLines), set the color to black.

Moreover, override GetStyleRowCol() and call

    if (nCol == GetFrozenCols())
    {
       style.SetBorders(gxBorderRight, CGXPen(PS_SOLID, 2, RGB(0,0,0));
    }