I've checked this in an ancient (Windows 95 times) Win32 Programmer's Reference from Microsoft - and it has the same return values description as on MSDN, but there are many incorrect (as in current HelloWorld wizard) code examples in that reference and MSDN, so it looks like documentation guys from Microsoft don't check their own information.
Anyway this is not really important, just wanted to inform you when I saw it, to not forget, as I never start any project with a wizard anyway.