I'm wondering the exact same thing. In case the description above is confusing, let me have a go:
When you open an image form a gallery for instance in a thickbox, you can use the "previous" and "next" buttons to switch between the images. But the number of images you can switch between is decided by how many images are displayed in the thumbnail gallery on the source page, not how many images are actually in the gallery.
So for example if you have a gallery with 34 images but your thumbnail gallery displays only 9 at a time, when you open an image in thickbox it displays "1 of 9" images and when you get to the end you have to close the thickbox, click the "next" button to get to the next 9 thumbnails and then re-open the thickbox.
The question is if there is a way to set the gallery up so that opening the thickbox gives you access to all the images in the gallery, not just the ones that are displayed in the thumbnail gallery on the page.