I just installed zen_lightbox_1.6.2 on Zencart ver 1.3.8.a. It installed without problems and I see all the parameters in Admin->Configuration->Zen Lightbox but when I click on an image on a product page the image is simply shown on a new page.
Example here:

http://www.u s c o n v e r t e r s.com/index.php?main_page=product_info&cPath=68&products_id=337

click on the left image and it will open in a new window, not a lightbox.
Any ideas what went wrong??