I'm not familiar with the plugin Better WP Security but as far as I can tell it blocks direct access to .php type files (?) that are inside subdirectories of the /wp-content/plugins/ directory. If there is a way to make an exception to this behaviour or completely switch off that part of the plugins function in the Better Security settings, than it should be possible to make the two work together.
If not, there might be an alternative:
I can imagine the plugin allows access to .css type files, but I'm not sure. If so, I might be able to make an extra option in the Easy FancyBox settings to make it use the stylesheet directly instead of converting it via PHP (to get around an IE bug) beforehand... This would leave some of your site visitors (mainly with IE6 and IE7, latest statistics say less than 5%) without a properly functioning lightbox but for all other visitors your site will appear as normal...