Trouble Inserting Galleries

Hi, I love the new built-in image manager that comes with WP 2.5 by default.

However when I have multiple images, I’d like to simply insert a gallery into a post.

This works fine, except that the thumbnails aren’t clickable. They don’t link to the full version.

And they don’t seem to follow the style of my css sheet, the borders are quite different.

Help anyone?