Better class for JPEG?

I tried to use the MFC Class for JPEG, GIF, etc. by Julian Smart (Codeguru / bitmap & palettes / External links) and all worked fine.
But now, some hours later, I realized that it is not able to load all JPEGs. I checked and found out that this are only JPEGs that have been saved 'progressive'.

Are there also other classes for loading JPEGs and some other graphic-files, which can load really all of the same type?
(Perhaps some API that can load JPEG and GIF? Would be very fine if that would exist!!)