If you click on an image in Simple Gallery and it doesn't load the lightbox view of the image (see below). You likely have a script error between Simple Gallery, your Skin or other Modules.
To try and determine the cause of the conflict, place the module on it's own page.
Make sure you are up to date with the latest version of Simple Gallery and if you are, put in a support ticket for help.
Here is what the lightbox should look like: