This is the image of the victory, thanks to dom, the pixbuf loader is done:

This is, Gtk-demo on windows, loading png, jpeg and gif data from one single loader. Notice that the pixbuf loader directory has only two loaders, one of them being xpm (not supported by GDI+).
I've moved the code to gnome's subversion, you can browse or grab the latest code now:
$ svn co http://svn.gnome.org/svn/gdip-pixbuf
It still need some love for managing metadata and make it able to store pixbuf in files.
Dom has been the hero today fixing all the remaining bits, kudos for him!