New Post: I then re-compile mapWinGis but encountered the following error:

Which configuration did you use the compile?
You should use 'Fast Release'.
If you want to debug you can try one of the debug configuration, I'm not sure which one is correct.

If you need 'gdal_debug.lib' you can compile it using the source from here:
http://svn.mapwindow.org/svnroot/SupportLibraries/GDAL/