Lightbox Gallery isn't working for me

I have this plugin installed on an older version of WordPress on a different website and it’s working fine. On the latest version of WP though, it’s not working for me.

I have the plugin installed just fine but when I add photos to a page through the gallery, and then click on it, it’s giving me a thumbnail image on it’s own page. See what I mean here: http://scubaozzydiving.com/photo-gallery/

http://wordpress.org/extend/plugins/lightbox-gallery/