I was recently trying to update my game to store graphics in compressed formats (JPEG and PNG).
Whilst I ended up settling on a different library, my initial attempt
This question is almost 10 years now, but exactly the same what author posted happened to me today (I'm using Visual Studio 2013).
Initially I tried to use the libjpeg library from GnuWin32: http://gnuwin32.sourceforge.net/packages/jpeg.htm and was getting the same error. Then noticed this is a "version 6b" of libJpeg, which is quite old now (2005) What worked for me was installing libJpeg through nuget pacakge manager:
Install-Package libjpeg -Version 9.2.0.1