how to add a custom column in Magento sales/order grid

Step 1 :- Copy app\code\core\Mage\Adminhtml\Block\Sales\Order\grid.php
to
app\code\local\Mage\Adminhtml\Block\Sales\Order\grid.php now Find _prepareColumns() function to Add column use this code:-

$this->addColumn('color ', array(
    'header' => Mage::helper('sales')->__('color #'),
    'index' => 'color',
    'sortable'  => false,
    'filter'    => false,
    'renderer' => 'Mage_Adminhtml_Block_Sales_Order_Renderer_Productatt',
));

Step 2:- Create a new file at :-
app\code\local\Mage\Adminhtml\Block\Sales\Order\Renderer\Productatt.php add this code :-

<?php
class Mage_Adminhtml_Block_Sales_Order_Renderer_Productatt extends Mage_Adminhtml_Block_Widget_Grid_Column_Renderer_Abstract
{
    public function render(Varien_Object $row)
    {                    

         $order = Mage::getModel('sales/order')->load($row->getData('entity_id'));              
            $attribute ="";

        foreach($order->getAllVisibleItems() as $_item){  
        $product    =   Mage::getModel('catalog/product')->load($_item->getProductId());         
       if($product->getAttributeText('color')){
            $attribute .= $product->getAttributeText('color');
       }
    }
        unset($order);
        return $attribute;      
    }       
}
?>