If Highlight Syntax HTML is what I think it is (correct me if it isn't), there are two ways to do this that I can think of:
1) Write a program that finds every keyword and turns it blue, and takes every comment and turns it green.
2) Copy + paste the code from MSVC++ to a WYSIWYG editor and the rest writes itself
If Highlight Syntax HTML means you want every function prototype be a link to the function, every object declaration have a link to the class, then you'll have to either just sit down and write it yourself or do a more complex version of option 1.