In case one still gets an error when the jpeg libraries are compiled and netpbm is installed, the sollution may be found in the file PDL::IO::Pic.pm

Change:
1. PDL\IO\Pic.pm: line 102
"my @path = split(/:/,$ENV{PATH});" with "my @path = split(/;/,$ENV{PATH});"
2. PDL\IO\Pic.pm: line 107
"$jpeg_conv="cjpeg" if(-x "$_/cjpeg");" with "$jpeg_conv="cjpeg" if(-x "$_/cjpeg.exe");"
3. PDL\IO\Pic.pm: line 108
"$jpeg_conv="pnmtojpeg" if(-x "$_/pnmtojpeg");" with "$jpeg_conv="pnmtojpeg" if(-x "$_/pnmtojpeg.exe");"

Enjoy