photo album code

take a look at this site of mine right here, it’s not really made by me but i want to know how the photo album part was done. the website is this – http://spaces.msn.com/members/samyang7/

see the photo album on the right? good lord!! i want to know how to create that and then some. anything i need like a plugin or something? walk me through this one too, please. thanks!