Christoffer, it appears you are having the same problem that i am. You likely have the module set to open up as "slimbox" which uses mootools. If your menu or any other module/plugin is utitlizing mootools on the page it will conflict, causing one or the other to not work correctly. You can change the plugin to use different options to show the images, by going into the plugin manager, and click on the Simple Image Gallery.
Look under preferences, and change the pop-up engine, Lytebox, is very similar to slimbox, which is likely what you have selected.
I also noticed that your photos are really large, you may want to shrink them down a bit.
Hope that helps :)