diff --git a/Makefile.win32 b/Makefile.win32
index a77dc93da2..74df9e3f38 100644
--- a/Makefile.win32
+++ b/Makefile.win32
@@ -15,6 +15,7 @@ HAVE_RSOUND = 1
 HAVE_DYLIB = 1
 HAVE_NETPLAY = 1
 HAVE_FBO = 1
+HAVE_CG = 0
 libsnes ?= -lsnes
 
 LIBS = -lm
@@ -38,6 +39,12 @@ ifeq ($(HAVE_SDL), 1)
    DEFINES += $(SDL_CFLAGS) -DHAVE_SDL
 endif
 
+ifeq ($(HAVE_CG), 1)
+   OBJ += gfx/shader_cg.o
+   LIBS += -lcg -lcgGL
+   DEFINES += -DHAVE_CG
+endif
+
 ifeq ($(HAVE_XAUDIO), 1)
    OBJ += audio/xaudio.o
    DEFINES += -DHAVE_XAUDIO
diff --git a/Makefile.win64 b/Makefile.win64
index ee468c5737..c972decbab 100644
--- a/Makefile.win64
+++ b/Makefile.win64
@@ -15,6 +15,7 @@ HAVE_RSOUND = 0
 HAVE_DYLIB = 1
 HAVE_NETPLAY = 1
 HAVE_FBO = 1
+HAVE_CG = 0
 libsnes ?= -lsnes
 
 LIBS = -lm
@@ -38,6 +39,12 @@ ifeq ($(HAVE_SDL), 1)
    DEFINES += $(SDL_CFLAGS) -DHAVE_SDL
 endif
 
+ifeq ($(HAVE_CG), 1)
+   OBJ += gfx/shader_cg.o
+   LIBS += -lcg -lcgGL
+   DEFINES += -DHAVE_CG
+endif
+
 ifeq ($(HAVE_XAUDIO), 1)
    OBJ += audio/xaudio.o
    DEFINES += -DHAVE_XAUDIO
diff --git a/gfx/gl.c b/gfx/gl.c
index 768f89ebf2..4008bec847 100644
--- a/gfx/gl.c
+++ b/gfx/gl.c
@@ -103,6 +103,22 @@ static bool load_fbo_proc(void) { return true; }
 #endif
 #endif
 
+#if defined(HAVE_XML) && defined(_WIN32)
+PFNGLCLIENTACTIVETEXTUREPROC pglClientActiveTexture = NULL;
+PFNGLACTIVETEXTUREPROC pglActiveTexture = NULL;
+static inline bool load_gl_proc(void)
+{
+   LOAD_SYM(glClientActiveTexture);
+   LOAD_SYM(glActiveTexture);
+
+   return pglClientActiveTexture && pglActiveTexture;
+}
+#else
+#define pglClientActiveTexture glClientActiveTexture
+#define pglActiveTexture glActiveTexture
+static inline bool load_gl_proc(void) { return true; }
+#endif
+
 
 #define MAX_SHADERS 16
 
@@ -929,10 +945,22 @@ static void* gl_init(const video_info_t *video, const input_driver_t **input, vo
    if (attr <= 0)
       SSNES_WARN("GL double buffer has not been enabled!\n");
 
+#if defined(HAVE_XML) && defined(_WIN32)
+   // Win32 GL lib doesn't have some functions needed for XML shaders.
+   // Need to load dynamically :(
+   if (!load_gl_proc())
+   {
+      SDL_QuitSubSystem(SDL_INIT_VIDEO);
+      return NULL;
+   }
+#endif
 
    gl_t *gl = calloc(1, sizeof(gl_t));
    if (!gl)
+   {
+      SDL_QuitSubSystem(SDL_INIT_VIDEO);
       return NULL;
+   }
 
    gl->full_x = full_x;
    gl->full_y = full_y;
@@ -1012,8 +1040,6 @@ static void* gl_init(const video_info_t *video, const input_driver_t **input, vo
 
 #ifdef HAVE_XML
    // For texture images.
-   // Win32 GL lib doesn't have this. Just remacro for other platforms.
-   load_gl_proc();
    pglClientActiveTexture(GL_TEXTURE1);
    glEnableClientState(GL_TEXTURE_COORD_ARRAY);
    glTexCoordPointer(2, GL_FLOAT, 2 * sizeof(GLfloat), tex_coords);
diff --git a/gfx/gl_common.h b/gfx/gl_common.h
index 3794a33091..a1b2af5104 100644
--- a/gfx/gl_common.h
+++ b/gfx/gl_common.h
@@ -34,10 +34,6 @@
 #include <GL/glext.h>
 #endif
 
-#define NO_SDL_GLEXT
-#include "SDL.h"
-#include "SDL_opengl.h"
-
 static inline bool gl_check_error(void)
 {
    int error = glGetError();
@@ -103,23 +99,12 @@ struct gl_fbo_scale
 };
 
 // Windows ... <_<
-#ifdef HAVE_XML
-#ifdef _WIN32
-static PFNGLCLIENTACTIVETEXTUREPROC pglClientActiveTexture = NULL;
-static PFNGLACTIVETEXTUREPROC pglActiveTexture = NULL;
-#define LOAD_SYM(sym) if (!p##sym) p##sym = ((void*)SDL_GL_GetProcAddress(#sym))
-static void load_gl_proc(void)
-{
-   LOAD_SYM(glClientActiveTexture);
-   LOAD_SYM(glActiveTexture);
-
-   assert(pglClientActiveTexture && pglActiveTexture);
-}
+#if defined(HAVE_XML) && defined(_WIN32)
+extern PFNGLCLIENTACTIVETEXTUREPROC pglClientActiveTexture;
+extern PFNGLACTIVETEXTUREPROC pglActiveTexture;
 #else
 #define pglClientActiveTexture glClientActiveTexture
 #define pglActiveTexture glActiveTexture
-#define load_gl_proc()
-#endif
 #endif
 
 #endif
diff --git a/gfx/shader_glsl.c b/gfx/shader_glsl.c
index 135ff78e7d..0bfff2e02f 100644
--- a/gfx/shader_glsl.c
+++ b/gfx/shader_glsl.c
@@ -330,12 +330,8 @@ static bool get_texture_image(const char *shader_path, xmlNodePtr ptr)
 
    glGenTextures(1, &gl_teximage[gl_teximage_cnt]);
 
-   // Win32 GL lib doesn't have this. Just remacro for other platforms.
-   load_gl_proc();
    pglActiveTexture(GL_TEXTURE0 + gl_teximage_cnt + 1);
-
    glBindTexture(GL_TEXTURE_2D, gl_teximage[gl_teximage_cnt]);
-
    glTexParameteri(GL_TEXTURE_2D, GL_TEXTURE_WRAP_S, GL_CLAMP_TO_BORDER);
    glTexParameteri(GL_TEXTURE_2D, GL_TEXTURE_WRAP_T, GL_CLAMP_TO_BORDER);
    glTexParameteri(GL_TEXTURE_2D, GL_TEXTURE_MAG_FILTER, linear ? GL_LINEAR : GL_NEAREST);