jQuery PrettyPhoto (lightbox) Functionality

I wonder if anyone can help with an issue.

I have a HTML site using jQuery.prettyPhoto to generate imgages with a lightbox. However insted of the image or YouTube video open in the lightbox it opens in a new screen insted. Am I missing some fundamental server settings to enable jQuery to work correctly.

The whole site works perfectly locally and also within my localhost so I know that these plugins are working properly.

Any help would be hugely appreciated

Can you send a link to a live example? This will help folks help you.