Only have file names not jquery lightbox for text show up

Q: I've come across your wonderful product and plan to buy a business license but of course wanted to try it out first.
I'm using 64 bit Win 7 and both I.E and Firefox to test this with and Visual Site Designer (CoffeeCup). I followed the directions in the youtube video "Adding a Visual Light Box to Visual Site Designer - Short Cut" but I only get little rectangles with the file names in the location I was hoping the photos would be (when I preview).
The only thing I did different than in the video was that I dragged the 2 folders and the file to my root folder instead of publishing as I'm testing this in "preview" mode in VSD and am not publishing yet.
I hope I've given enough info..I really appreciate your help. I'm kind of a newbie but believe I copied the HTML correctly etc. Hope to hear from you soon and thanks again.

A: It seems that you didn't upload "data" and "engine" folders generated with VisualLightBox on your server. These folders should be into the same place with your page where you added a gallery.