I wonder how can you expect your downloaded file be of wide characters while it's in ANSI?
Stupid of me, of course!!

Thank you once again. This works:
Code:
	size_t nchars = 0;
	wchar_t wbuf[1024];
	memset(wbuf, 0x00, 1024 * sizeof(wchar_t));
	errno_t ent = mbstowcs_s(&nchars, wbuf, pContent, 1024);
	TRACE0("wbuf =: "); OutputDebugString(wbuf); TRACE0("\n");
	MessageBox(wbuf, _T(""), MB_ICONINFORMATION);