Hi there!

Jovian does that trick!

http://joviancolorpicker.com/Features.aspx
http://forums.luxology.com/discussion/topic.aspx?id=44782

"Replace the Windows Color Picker
The newest feature in Jovian is its ability to override the standard Windows color picker, meaning that anywhere you would've had to use the Windows color picker you'll instead get to use Jovian."

Don't forget to check out the Colo(u)r Library.

~,
Marco

I purchased Jovian after testing the demo version, very good piece of software and nice integration :)
Bonus points for the color libraries :)

Thanks for all the answers !