That's a WinINet error, and so the message associated with it lives in WinINet.dll. You just need to tell FormatMessage() about this in order for it to retrieve the correct message:
FormatMessage(
// flags:
FORMAT_MESSAGE_ALLOCATE_BUFFER // allocate buffer (free with LocalFree())
| FORMAT_MESSAGE_IGNORE_INSERTS // don't process inserts
| FORMAT_MESSAGE_FROM_HMODULE, // retrieve message from specified DLL
// module to retrieve message text from
GetModuleHandle(_T("wininet.dll")),
// error code to look up
errCode,
// default language
0,
// address of location to hold pointer to allocated buffer
(LPTSTR)&lpMsgBuf,
// no minimum size
0,
// no arguments
NULL );
This is officially documented on MSDN under the "Handling Errors" section of the WinINet documentation.
Note that you can add the FORMAT_MESSAGE_FROM_SYSTEM
flag back in if you want to use this routine for errors that may or may not have come from WinINet: with that flag in place, FormatMessage()
will fall back on the system message table if the error isn't found in wininet.dll. However, do not remove the FORMAT_MESSAGE_IGNORE_INSERTS flag.