I went to that lightbox link and downloaded it.. I uploaded the css files, image files, and js files to their appropriate directory off of the root.
I added the few lines of code in the default.aspx ... etc.
The little "X" is missing to hit close on the picture.. you can hover over it and find it, but if you didn't know it was supposed to be there you wouldn't be able to. Is there another directory these image files need to be uploaded to? I didn't have the lightbox.zip download option with a readme file so.. please pardon any ignorance.
Thanks!!~