I am having similar problems and I believe it is my theme that is causing my Easy Fancybox not to work. Theme is TRENDIS.
site is http://www.erikbeckerart.com
On home page under first column footer "Events" the first item I have tried to add
class="fancybox-iframe" and it will not even open up a window.
I was using lightbox before and have disabled it. (I wasn't a fan of the style of box)
I know my theme, Trendis uses fancybox for my gallery images, however, I have no idea how to remove this an make the Easy Fancybox plugin work.