IJG library how to install on windows??

I compiled the source code and got the libjpeg.lib file
I have created a new project and imported the right .h files.
I copied the libjpeg.lib file in the right VC/LIB folder.
I wrote a simple program that just calls some functions:

#include <stdio.h>
#include "jpeglib.h"
void main(int argc, char *argv[]) {
 struct jpeg_compress_struct cinfo;
 struct jpeg_error_mgr jerr;
 cinfo.err = jpeg_std_error(&jerr);
 jpeg_create_compress(&cinfo);
}

But I get:

Compiling...
rt.cpp
Linking...
rt.obj : error LNK2001: unresolved external symbol "void __cdecl
jpeg_CreateCompress(struct jpeg_compress_struct *,int,unsigned int)"
(?jpeg_CreateCompress@@YAXPAUjpeg_compress_struct@@[EMAIL PROTECTED])
rt.obj : error LNK2001: unresolved external symbol "struct jpeg_error_mgr *
__cdecl jpeg_std_error(struct jpeg_error_mgr *)"
(?jpeg_std_error@@YAPAUjpeg_error_mgr@@PAU1@@Z)
rt.exe : fatal error LNK1120: 2 unresolved externals
Error executing link.exe.

rt.exe - 3 error(s), 0 warning(s)

What is wrong? I don't have any DLL file to put anywhere and I have no idea
how to get DLLs from the source code (sorry newbie here)...
Any help?

thanks

FG