How do I retrieve an error string from WSAGetLastError()?

wchar_t *s = NULL;
FormatMessageW(FORMAT_MESSAGE_ALLOCATE_BUFFER | FORMAT_MESSAGE_FROM_SYSTEM | FORMAT_MESSAGE_IGNORE_INSERTS, 
               NULL, WSAGetLastError(),
               MAKELANGID(LANG_NEUTRAL, SUBLANG_DEFAULT),
               (LPWSTR)&s, 0, NULL);
fprintf(stderr, "%S\n", s);
LocalFree(s);