If you are following the TechNet Article http://technet.microsoft.com/en-us/library/ff428143(WS.10).aspx you may notice that if you use :
auditpol.exe /list /category:"Policy Change" or any category, this throws an error 0x00000057 that the parameter is incorrect when used with Windows Server 2008 R2 and Windows 8 Beta (I have not checked with Vista and XP).
When /get is used rather than /list, there is no error and it displays correctly. Full command used is as follows:
auditpol.exe /get /category:"Policy Change"