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