C++ Win32 AlertIfError

alert.cpp

void AlertIfError() {
    DWORD dw = GetLastError();
    if (dw == ERROR_SUCCESS) {
        return;
    }

    LPTSTR lpMsgBuf;
    FormatMessage(
        FORMAT_MESSAGE_ALLOCATE_BUFFER |
        FORMAT_MESSAGE_FROM_SYSTEM |
        FORMAT_MESSAGE_IGNORE_INSERTS,
        NULL,
        dw,
        MAKELANGID(LANG_NEUTRAL, SUBLANG_DEFAULT),
        (LPTSTR) &lpMsgBuf, // weird?
        0,
        NULL);
    MessageBox(GetForegroundWindow(), lpMsgBuf, L"Error", MB_OK);
    LocalFree(lpMsgBuf);
}