Code:
<!-- Start VideoLightBox.com HEAD section -->
<link rel="stylesheet" href="http://videos/engine/css/videolightbox.css" type="text/css" />
<style type="text/css">#videogallery a#videolb{display:none}</style>
<link rel="stylesheet" type="text/css" href="http://videos/engine/css/overlay-minimal.css"/>
<script src="http://videos/engine/js/jquery.tools.min.js"></script>
<script src="http://videos/engine/js/swfobject.js"></script>
<!-- make all links with the 'rel' attribute open overlays -->
<script src="http://engine/js/videolightbox.js"></script>
<!-- End VideoLightBox.com HEAD section -->
The URLs for your javascript libraries are wrong, therefore, the javascript isn't loading. Somewhere in the config you need to make sure that either the full domain is specified, or, get rid of the http:// and use local paths, i.e. /engine/js/videolightbox.js