Great plugin. I wish that this were core. Thank you.
In Mac Safari, when I click the little magnify icon to preview the image, it displays a dimmed background with the image flush left and no control to exit the preview and no title or other info, though the escape button works to exit.
In Mac Firefox, it does center the image but still no control to exit. Again, escape works.
Inspecting the source produce, it looks like you intend to display the image title as well as a close button, neither of which appear. I can see the span for the title, however it is empty even though my image has the title filled in. I do see the code for the close button but it does not display. This is probably a css issue as the computed width is 0px.
I don't have access to windows to compare but my guess is this is not the intention. I would be happy to test fixes for you if you don't have access to a Mac.
(WP 3.1.2 and File Gallery 184.108.40.206)