I finally setup mingw and msys and now I want to compile libjpeg. I downloaded the latest libjpeg sources from the projekt page (jpeg-8d) and extracted the files.
Th
Follow the install.txt advice to manually compile ckconfig.c and have it generate a jconfig.h for you, then proceed to make, and make install.
If for some reason you can not run
$ autoheader
Add the following definition to the jconfig.h
#define HAVE_PROTOTYPES 1