[Plugin: NexGen Gallery] ThickBox, or Lightbox Effects not Working on Site

I have been trying to get my gallerys to display with a ‘lightbox’ style effect, I have tried the Lightbox and Lightbox2 plugins with no effect, instead of having the image open with an effect it just opens the image in a new window.

I then tried NexGen Gallery which I have used before, I thought it would not be a problem but again I am getting the same issue, the images just open in a new window.

Now with NexGen Gallery it puts my images almost in a list format (one under the other) and again the effects do not work.

Any ideas? Here is a link to the gallery page:
http://cascadepainting.ca/services_cascade/exterior/

Thanks in advance,
Matt