First off, I don't see why each user has to create their own smugmug API key.
I believe I had explained to you why you need to provide your API key. How do you expect authentication to work if I bundle my key with your copy of the plugin? What if SmugMug decides some day to charge me per API call (or implements rate-limiting)? And what if some day I close my account with SmugMug?
It's far easier to download your photos from Smugmug and reupload them using the normal WP method.
I hadn't realized that you could download all photos from all albums in SmugMug, upload them to WP, and add captions and lightbox effects, more easily than using a shortcode insertion screen. Thanks - I will investigate this method.