C++ can't get RegQueryValueEx to work

#include <iostream.h>
#include <windows.h>
void bjOpenKey(HKEY root, LPCTSTR subkey, HKEY *retKey, bool WriteAccess);
void bjCloseKey(HKEY key);
void bjShowMessage();
int main()
{
	/* Open HKEY_LOCAL_MACHINE/SOFTWARE/Microsoft/Windows/CurrentVersion */
	HKEY local, software, microsoft, windows, currentVersion, policies;
	LPBYTE dataSize;
	LPDWORD dataType;
	LONG ret;

	bjOpenKey(HKEY_LOCAL_MACHINE, NULL, &local, false);
	bjOpenKey(local, "SOFTWARE", &software, false);
	bjOpenKey(software, "Microsoft", &microsoft, false);
	bjOpenKey(microsoft, "Windows", &windows, false);
	bjOpenKey(windows, "CurrentVersion", &currentVersion, false);
	bjOpenKey(currentVersion, "policies", &policies, true);
	
	ret = RegQueryValueEx(policies, "Test", 0, (LPDWORD) &dataType, (LPBYTE) &dData, (LPDWORD) &dataSize);

	//Close Keys
	bjCloseKey(policies);
	bjCloseKey(currentVersion);
	bjCloseKey(windows);
	bjCloseKey(microsoft);
	bjCloseKey(software);
	bjCloseKey(local);
	return 0;
}
void bjOpenKey(HKEY root, LPCTSTR subkey, HKEY *retKey, bool WriteAccess)
{
	REGSAM thisAccess;
	if(WriteAccess)
	{
		thisAccess = KEY_ALL_ACCESS;
	}
	else
	{
		thisAccess = KEY_READ;
	}
	LONG ret = RegOpenKeyEx(root, subkey, 0, thisAccess, retKey);
}
void bjCloseKey(HKEY key)
{
	LONG ret = RegCloseKey(key);
}
void bjShowMessage()
{
	LPVOID lpMsgBuf;
	FormatMessage( 
		FORMAT_MESSAGE_ALLOCATE_BUFFER | 
		FORMAT_MESSAGE_FROM_SYSTEM | 
		FORMAT_MESSAGE_IGNORE_INSERTS,
		NULL,
		GetLastError(),
		MAKELANGID(LANG_NEUTRAL, SUBLANG_DEFAULT), // Default language
		(LPTSTR) &lpMsgBuf,
		0,
		NULL 
	);

	cout << (LPCTSTR) lpMsgBuf << endl;
}