As a drop-down, you willl need to make your own. If you don't mind having a popup dialog then you can add Microsoft's Common Dialog Custom ActiveX Control - Version 6.0 (SP3) to your database references and use the control for Color pallett selection (and for file open/save, etc., etc.). That is if you have this control on your system. It has several uses.
Reference the control to your database, place the control somewhere on your form and name it CommonDialog1 (default). Here is how you might use it: