I have been searching for something like Shadowbox for a couple of days now. I tried rokbox (didn't work that well- code is much easier to learn though), and also Jp medialight (good, but didn't have the thumbnail)
So I gave Shadowbox a shot and after reading the PDF and also experimenting, I was able to create a Gallery with multiple external sites. Here is a example:
Note, you will need to locate your template_css.css file to create a new class "hidden"
At the bottom, or where ever you desire to place the code, copy and paste this here
Then use this example
<p><a href="http://www.google.com" Title="GOOGLE" rel="shadowbox[search];width=905;height=640"><img alt="Google" src="images/thumbnail/google.png"></a>
<a class="hidden" href="http://www.msn.com" Title="MSN" class="hidden" rel="shadowbox[search];width=905;height=640"><img alt="MSN" src="images/thumbnail/msn.png"></a>
<a class="hidden" href="http://www.yahoo.com" Title="Yahoo" class="hidden" rel="shadowbox[search];width=905;height=640"><img alt="Yahoo" src="images/thumbnail/yhoo.png"></a></p>
With this code I have done several things;
include class "hidden" for yahoo and msn, so you don't see the thumbnail.
I also set a specific width and height.
I also put them in the same gallery, "search"
Yes, I know that the name was double, Title and Alt, but one is for the thumbnail and the other one is for the shadowbox.
Hope this help.