To install a proper locale -- unfortunately locales in C++ are broken (because they aren't properly standardized).
To write your own codecvt facet (most difficult, actually).
To write your own wide stream output stream (simplest option, actually). If you decide to go with this option, you'll need to know how to manipulate the Win32 console. Start by reading through here: http://www.google.com/search?btnI=1&q=msdn+WriteConsoleOutputCharacter
The Win32 Console functions can work with 16-bit characters. Keep in mind that you must set the proper Code Page first. Alas.
Thanks, I won't worry about it for now, as long as it is being converted to wide char. My goal isn't actually to print it out, but because it wasn't printing I didn't think it was being converted.