I've elected to use the extension perfectlightbox instead of the more common kj_lightbox2 because it is infinitely better. For example, kj_lightbox2 produces html output that is just a complete mess that doesn't validate. Perfectlightbox's output is xhtml compliant, and it is incredibly flexible, allowing a choice of two js libraries (Protaculous or Mootools) to be chosen, and even allowing the inclusion of the required libraries outside the extension, meaning the libraries can be added manually for other features on other pages of the site. It's also multi-lang, and has Danish translations already, and seeing as the site's language is set to Danish, it automatically uses the Danish entries in the locallang. Nice :)

It should be noted that to enable the Lightbox, both "click-enlarge" and "Lightbox" need to be checked in the Media tab.