I had the same problems after following the detailed instructions for installing on windows but was able to solve them by doing the following:
first, I copied all the files in the data directory of the aspell install (ie. C:\Program Files\Aspell\data) to a unix machine and ran dos2unix on all of the files and then copied them back.
second, added this line before the pspell_new("en") call
pspell_config_create("en");
hope this works for you too.