An "ultra express" post!
The color picker has been modified since Maya 2011 and its transition to Qt and it's now impossible to pick a color outside the Maya interface.
Actually yes, you can! And it's quite easy to do!
You just need to select the picker, click anywhere inside Maya interface, keep the left mouse button, and drag outside the interface on the color you want.
I must confess, I have not found it myself.