It doesn't work?

I’m using WordPress 3.5. Installed the plugin into the plugins directory, activated it in WordPress and downloaded the source files. When clicking image links in my WordPress image galleries[1][2] it just loads the image directly in the browser. Same with the YouTube links in my video gallery, of which the second thumb links to the iframe.

http://ww.wp.xz.cn/extend/plugins/shadowbox-js/