Here's a setup for DX4WIN that can facilitate working new ones for the CQ DX Marathon.
First set up a new selection. In the QSO window Filter->Selection
Click Add, then choose "Replace this name" from the Current selection dropdown list.
Change the name to something like CQ Marathon 2012. Enter 01/01/2012 in the First Date field and leave Last Date field blank. Check the Date Filter checkbox.
Now go to Packet1 preferences. File->preferences->Packet1. Save this as an ini file. File->Write INI File. This saves your current preferences. Choose the default filename dx4win.ini.
Now make the following changes to Packet1 preferences:
Select Packet2 from the preferences. For all spot colors except New Country change them to gray on white.
Now File->Write INI this file with a new filename like dx4winMarathon.ini
When you want to work on your Marathon country count, change over to your Marathon selection: Filter->Selection, choose CQ Marathon 2012 from the Current Selection drop down menu. Click OK.
Merge your Marathon preferences: File->Preferences, File->Merge INI File and choose dx4winMarathon.ini, File->Save Changes and Exit.
Now your needed Marathon country spots will be yellow. Already worked country spots will be grayed out. You can ignore these. Only the yellow spots will be announced. These are the ones you need for the Marathon. Note: this doesn't work for the CQ specific countries like African Italy, IG9/IH9, etc.
To see your needed Marathon zones, simply right-click the DX spots window and click WAZ colors. Needed zones will now be highlighted in yellow.
To change back to your normal operating setup, change the Filter->Selection back to All QSOs and change your preferences back using File->Merge INI File and choose dx4win.ini.
This will be most useful when you have several hundred spots in your DX Spots window and you want to check to see if any are needed for the Marathon. Do the switchover as noted above, then check to see if there are any yellow DX spots. Work all the yellow ones, then switch back to your normal operating configuration.
If anyone can come up with a "one button" way to switch between normal and Marathon spots, that would make this method a bit more convenient.