Q:

Underlining first letter of Label C++ (Underline doesn't show)

Problem:
I wish to underline the first letter of certain static text controls (such as Login and Password).   The letters become underlined when the ALT key is pressed. 
What I have tried:
In C#, I was able to acheive this by using an ampersand.   Such as "&Log in" or "&Password".   I am trying to find a similar method in C++.   The below picture shows an example in C#:

I am using MFC/C++ in Visual Studio 2010. 
Edit:
Added information about the ALT key.   Here is an example of what I am trying in Visual Studio 2010's properties box.   I am adding an ampersand to the front of the "Caption"'s text.   

When I run my program in the debugger, the first letter is not underlined (until ALT is pressed):

A:

After help from the SO community, it seems that using the ampersand (&) symbol before the desired underlined letter is the correct way.   There was a setting on my personal machine that would keep the underlined letters hidden until the ALT key was pressed. 
According to the MSDN:

A user often has to press ALT in order to see access key designations.  To ensure that you address them throughout the development process, set your computer to persistently display access keys. 
  

In Windows 8: Open Control Panel -> Ease of Access Center -> Make the Keyboard easier to use. 
At the bottom of the screen, check "Underline keyboard shortcuts and access keys".