Much as I hate to say it, this promising looking script isn't really worth a whole lot. There is basically nothing in the way of documentation, and the forum so far the only helpful posts I've seen were contrite replies to others saying they should search the forum, but so far a search hasn't really yielded much of use.
I have all the requisite .js (and the scriptaculous adapter) and both .css files included, I have rel='shadowbox' on the images in question. Through the above mentioned response I've added the DOCTYPE to the head of my HTML.
It's a great app, and whichever one I end up using (lightwindow looking to be the most likely after this failed attempt) I'm plenty happy to donate to, but lack of reliable setup makes it fairly unusable. Every other similar script worked with nearly no effort.