c'e' da includere un css, il shadowbox.css che trovi in build/css


e tutta questa roba
codice:
document.observe('dom:loaded', function(){

    Shadowbox.init({
        skipSetup: true // skip the automatic setup
    });

    // set up all anchor elements with a 'movie' class to work with Shadowbox
    Shadowbox.setup($$('a.movie'), {
        gallery:            'My Movies',
        autoplayMovies:     true
    });

});
diventa
codice:
document.observe('dom:loaded', function(){Shadowbox.init();});
ciao