This requires jpeglib and you can get jpeglib from http://www.ijg.org/
this is for windows

#include <stdio.h>
#include <windows.h>

extern "C"
{
#include <jpeglib.h>
}
#pragma comment(lib,"JpegLib.lib")
int jpegCapture(char* filename, int quality)
{
HBITMAP hBMP;
HWND desktopWnd;
int width;
int height;
RECT rc;
HDC hDC;
HDC hDCmem;

struct jpeg_compress_struct cinfo;
struct jpeg_error_mgr jerr;
FILE * outfile;
JSAMPLE* scanline;
COLORREF pixel;
desktopWnd = GetDesktopWindow();
GetWindowRect(desktopWnd, &rc);
width = rc.right - rc.left;
height = rc.bottom - rc.top;
hDC = GetDC(desktopWnd);
hDCmem = CreateCompatibleDC(hDC);
hBMP = CreateCompatibleBitmap(hDC, width, height);
if(hBMP == NULL) return -2;
SelectObject(hDCmem, hBMP);
BitBlt(hDCmem, 0, 0, width, height, hDC, rc.left, rc.top, SRCCOPY);
cinfo.err = jpeg_std_error(&jerr);
jpeg_create_compress(&cinfo);
outfile = fopen(filename, "wb");
if(outfile == NULL) return -1;
jpeg_stdio_dest(&cinfo, outfile);
cinfo.image_width = width;
cinfo.image_height = height;
cinfo.input_components = 3;
cinfo.in_color_space = JCS_RGB;
jpeg_set_defaults(&cinfo);
if(quality < 0) quality = 0;
if(quality > 100) quality = 100;
jpeg_set_quality(&cinfo, quality, FALSE);
jpeg_start_compress(&cinfo, TRUE);
scanline = new JSAMPLE[width*3];
for(int posy = 0; posy < height; posy++)
{
for(int posx = 0; posx < width; posx++)
{
pixel = GetPixel(hDCmem, posx, posy);
scanline[posx*3+0] = GetRValue(pixel);
scanline[posx*3+1] = GetGValue(pixel);
scanline[posx*3+2] = GetBValue(pixel);
}
jpeg_write_scanlines(&cinfo, &scanline, 1);
}
jpeg_finish_compress(&cinfo);

jpeg_destroy_compress(&cinfo);
delete scanline;
fclose(outfile);
DeleteDC(hDCmem);
ReleaseDC(desktopWnd, hDC);
return 0;
}

int main() {
printf("Jpeg screen cap\n");
jpegCapture("lol.jpg",100);
exit(0);
return 0;
}