[Plugin: NextGEN Gallery] Gallery doesn't show on page

I just installed NextGEN Gallery, and it seems pretty simple to use.
I tried to create a gallery and insert it into at page, but it opens a non-existant url http://pilgrims-sprogskole.dk/galleri/testing/

If I understand it correctly the gallery is created and files are uploaded to wp-content/gallery/ and I can see the gallery-files there via ftp.

What am I doing wrong here? Plz help

Best regards
Ricki

http://wordpress.org/extend/plugins/nextgen-gallery/