Lightbox Plugin Not Always Working

I have a bunch of pictures in a lot of my blog posts and I want users to be able to click on the blog post, click on the picture thumbnail, and have the larger picture appear in a lightbox.

I installed lightbox gallery (most recent version). Which is working great when pictures have been uploaded as a gallery onto the post OR it is a static page (not a blog post).

But on the blog posts when I click on the pictures (that were uploaded one at time, not as a gallery clump) it takes me to ANOTHER page just for the picture thumbnail outside of the blog post with the header of the page being the picture’s file name and THEN if you click on the picture it opens the lightbox.

Is there some setting I have to check to tell the pictures in the blog posts to -not- open this other page and to open up in the lightbox?

Any help will be really appreciated.