Lightbox image gallery effect

I am looking for a light box effect photo gallery which behaves like this example
http://www.mandalandscaping.co.uk/about/jamie-oliver-ovens/

You click a picture, it loads a lovely gallery with thumbnails below and arrows which scroll from one image to the next. It is perfect. When I looked at the code I saw reference to a WP plugin Fancy box. This works beautifully on each image:
http://www.riviera-restaurant.co.uk/wordpress/?page_id=231
HOWEVER I want to create a gallery.

Do I need extra plugins for this, or am I doing something wrong? E.g. I made a gallery using the same images, but it behaves like any other default gallery in wordpress.
(I am using the Frontier Theme)
http://www.riviera-restaurant.co.uk/wordpress/?page_id=226

As soon as I have a solution I will use this for another brand new site I’m about to create. Any advice would be very very welcome.