This is what I have done:
1) Downloaded ProTeXt-3.1.7-061016.exe 22-Jun-2016 16:48 2.2G http://ctan.dcc.uchile.cl/systems/windows/protext/
2) Installed MikTex on C:\Program Files\MiKTeX 2.9
2.1) Executed miktex-update_admin in C:\Program Files\MiKTeX 2.9\miktex\bin\x64\internal
3) Downloaded the last version of TexStudio and installed it on C:\Program Files\TeXstudio
And when I want to run it, it shows that message.
What I have tried:
Installing the same version that is contained in Protex, Tried installing it in program files (x86), googling the problem but not finding anything that helped me (or at least that I understood as help). I have already checked MiKTeX209-jpeg.dll is missing but I don't see how that thread could be of help to me (maybe I am not understanding something). And also installing and re-installing many times.
I am really lost here, please help!