Well, I've just tried uploading that theme to a test site. The 'thumbnail grid' option works, and the horizontal and vertical scroll ones work after a fashion, but the next/back option does not. I think this is what you're seeing as well.
Although the theme home page purports to have a link to a demo page, it doesn't go anywhere....
The js is minified so very difficult to identify anything from that.
The version of jQuery included with the theme is a couple of years old which makes me think this theme is moribund...
I think your options are either to contact the theme developer for assistance, or just use a different theme/gallery. There are numerous plugins available for displaying galleries which might serve you better.
Last edited by SB65; 12-16-2012 at 11:59 AM..