I figured this one out with the man page. The s is the setuid bit for that group (either owner or group, but not world I think).
Anyway, you set it by adding 4000 to the permission for owner setuid or 2000 for the group setuid.
E.G., chmod 755 looks like this:
-rwxr-xr-x
chmod 4755 looks like this:
-rwsr-xr-x
and chmod 2755 looks like this:
-rwxr-sr-x
For some reason, 4666 and 2666 are legal modes even though the file is not executable. chmod 4666 and 2666 look like this, although it seems contradictory:
-rwSrw-rw-
-rw-rwSrw-