There is no reason to use strcpy at all in this case, especially since you are dealing with static strings:
static char BASED_CODE szFilter1[] = "HTML Files (*.xls)|*.xls|All Files (*.*)|*.*||";
static char BASED_CODE szFilter2[] = "HTML Files (*.xlsx)|*.xlsx|All Files (*.*)|*.*||";
CFileDialog dia(FALSE, "", default_name, OFN_HIDEREADONLY | OFN_OVERWRITEPROMPT, (AppMarketID == 12) ? szFilter2 : szFilter1);