HELP~! Lazyest Gallery need GD Library? How to Install it?

I searched around the image gallery plugins..search alot of useless gallery plugins and most of them totally cannot work at all for me. Some of them doesn’t include any instructions at all. Make me sick of it…..keep activate n deactivate….

Then i installed the lazyest gallery. It looks fine and easy for me to modify all things especially it compatible with thumbnails. BUT~!~!!! i cannot generate any thumbnails and it shows in page:

Fatal error: Call to undefined function: imagecreatefromjpeg() in XXX\content\plugins\lazyest-gallery\lazyest-thumbs.php on line 131

This statement makes me scratch my head until i goes mad with it! upset for it~!!!
Search aroung the net, found that it needs GD Library??
what is that? Graphics Dynamic Library?
Then i look around the net like crazy person. search expert-exchange, php.net wat bla bla bla………

Anyone have any idea to install GD Library?
Currently i m under a hosting plan hosted by others. It is under a windows server. And i have no idea in installing the GD library.

i m truly a noob.
Anyone can help??? Pleaaaaaseee~!!!