What happened was that Windows file dialog collided with SDL_syswm.h which defines WIN32_LEAN_AND_MEAN. I think the best solution for now is create another file for file dialog only, but I really need to get rid of windows file dialog. It should not be used in SDL program, but I can't think of any alternative solutions right now. I really hate gui libraries that are gigantic and most of gui libraries are just like that. Besides I like to work with Stile's gui, because it's making everything possible and not making the program too slow.
Fixed name clash with 'pixel' and also made working RGB handles. It required almost total rewriting of Color_Handles class, but I'm glad I did it. The only problem is HSV bug that is fetching the base color value from HSV selector area, when I think it should take it from current tool color.
The solution for collision was easier than I thought. Just switch the places of windows. h and SDL_syswm.h.