Box doesn't come up when used in homepage

Hi

I was trying to use this plugin on the homepage for my vimeo videos, but instead of popping up the lightbox, it directs me to a new page with the video showing in full screen of the browser window.

It works perfectly for the blog posts though, but my main purpose is to get it working on the home page.

Thank you

http://wordpress.org/extend/plugins/easy-fancybox/