Lightbox

In footer.php in your theme, there must be a call to wp_footer().

See ( from theme twentyten ) :

.
.
<?php
	/* Always have wp_footer() just before the closing </body>
	 * tag of your theme, or you will break many plugins, which
	 * generally use this hook to reference JavaScript files.
	 */

	wp_footer();
?>
</body>
</html>