It’s most likely, that there is a scripts conflict on your page.
There are 2 possible causes:
1) You have an incorrectly written theme that instead of using js WordPress files uses custom files plugged into the theme, consequently, the plugin that works with js WordPress files (as it must be and as it is stated in WordPress codex) can’t work correctly. Please, try to set a standard WP theme (2010, 2011, 2012) and check the plugin’s work.
2) The conflict may be caused by one of the installed plugins you use. Please, deactivate all the plugins except Gallery and then activate them one by one and check the gallery’s work in order to find out the plugin that causes the conflict.
If after doing that the problem won’t be resolved, please, provide us with the link to the page with the problem.