The gallery http://pranas.net/WebGalleryCreator/Sample%20Gallery/default.htm uses ActiveX/Javascript; it's basic structure is just a simple table with small images which centralise automatically inside each cell. They are links and open up a larger image; it's just a large jpg image file which shows on its own in a separate webpage if ActiveX/Javascript is disabled, but if it is enabled it shows the sliding effect on the main page over the top of the table with the thumb images.
Have a look at the gallery page code first. After the doctype and head section, the body is:-
<body>
<table cellpadding="0" cellspacing="6">
<tr>
<td><a href=photos/largeimage.JPG rel='lightbox[gallery]'><img src="thumbs/smallimage.JPG" alt="description"></a><br>Text description</td>
three more td tags repeated across the width
</tr>
more complete <tr>...</tr> tag rows
</table>
</body>
</html>
The pages with the larger images which need ActiveX or javascript are using two stylesheets and extra code provided by Lightbox
http://pranas.net/WebGalleryCreator/
so you need to follow the instructions on that site, but if you don't incorporate the Lightbox code you can still have a basic gallery which opens each larger image on a separate page.