OK I hope this makes sense...
If you look at this page Quiet Intensity I have 3 images. When I click them to see them full size they open up full size in a browser window.
Is there a way to make them open up to full size like images in a gallery do without going to a browser window?
If you want them to use in wppa+ you have to import them into wppa+.
See the wppa+ import admin page. Select the uploads directory your photo resides (wp-content/uploads/2011/06 in your example) an press Set source directory. Then, import the desired photos to an appropriate album. Now you can use them in the wppa+ gallery.
Ok I now have the images in an album that does not display with my normal albums. I'm guessing that I will need to use the code to display a single photo and scale the size down. My question is this: Is it possible to make the single photo clickable so that it opens up into it's normal size like when you click a thumbnail in a regular album?
Did you look at the Photo Albums -> Settings page, Table VI: Links ?
See the possible selections and also, click the question mark(s) at the right hand side for help/additional info, I bet there is already what you want.