Nilsson has fixed the configure stuff for Image.JPEG (in 7.7) so that the transform stuff now is included in the Windows build too. I think it is backported to 7.6.
I was wondering if someone with the right permissions could backport it to 7.4 if possible. It would be nice if the next Windows version of Roxen (based on 7.4) had the same Image.JPEG support as the Unix versions.