1. Install Slimbox Plugin and activate it. See AmrutaNet’s or manfredk’s links above.
2. Open gallery.php on your server. It’s at /wordpress/wp-content/plugins/nextgen-gallery/view/gallery.php.
3. In gallery.php, change the code on line 42 from <?php echo $image->thumbcode ?>
to <?php // echo $image->thumbcode ?>
.
4. Open your WordPress admin page. Go to Gallery->Options on the left-hand panel. Select the Thumbnails tab and change both the width and height to 140px. I upped mine to 150px, but the demo is using 140.
Other than that I’m using NextGEN Gallery’s default settings. I did NOT need to add the extra line to gallery.php. That extra line confused me too, but everything works without it, with my setup at least.