I've wanted to play with some image processing techniques for ages. This is how I opened a JPEG file for image processing. I'm using Visual Studio 2008 and CImg.

Download CImg
http://cimg.sourceforge.net/download.shtml

To use some of the examples (e.g. jpeg_buffer) you need Jpeglib

Download Win32 version of Jpeglib:
http://eng.neologica.it/download/downloadIJGWin32.html