Content loading within iframe

When I click on the links from the box content is loading within the iframe and box is not closing.

http://www.tinyuploads.com/images/7HAmkm.jpg – so when I click on Boston content is loading within the box and it’s closing. I tried all the options on Admin panel but not worked out.

I set this up on menu so if someone click Menu Item it will display this box but after clicking the cities box is not closing.

I really stuck on this issue for last 8 hours, so please someone help on this.

http://wordpress.org/plugins/fancybox-for-wordpress/