yeap also looking to solve the same problem. Using WordPress 3.0.1 with the nextgen 1.6.2. Originally, I've tried to link the thumbnail image to a page instead of it opening up into the original image. I have used the suggested Nextgen Custom fields and followed numerous steps in this forum and on the net but none of it seems to work. The result is always the same — the thumbnail still links to the image instead of the page. I think it must be a WordPress compatibility, or plugin compatibility problem since those posts that had it working, were at least 6-12 months old.
therefore, I've given up trying to do that and have settled to try to just remove the thumbnail link altogether and use text links for the thumbnails to link to the page. That seems to work, but the hover is still there and I just want it removed since it'll be too confusing to have two links that do two different things.