The different numbers in the 0x000001 part change the colour, eg 0x00000f sets it to bright white.
cout << "This text should be blue";
If SetConsoleTextAttribute() does not work, try SetConsoleTextAttributeA() (A on the end). I'm pretty sure that that is right.
Is what I've always used, but I'm pretty sure theres some other functions for it, in CONIO.H somewhere.