Noes! You do know that eval() is evil?
You can simply use parseInt() on the different parts and choose 16 as base. This way, JScript will convert the string itself from hexadecimal to a decimal number.
code:
var sColor = "#001122";
var r = parseInt(sColor.substr(1, 2), 16);
var g = parseInt(sColor.substr(3, 2), 16);
var b = parseInt(sColor.substr(5, 2), 16);
var color = (b<<16) + (g<<8) + r;
CHOOSECOLOR.WriteDWORD(12, color);