Originally Posted by ButtermilkJack

As MickyWall showed, you didn't link to the css file in your code so this is why things didn't work initially. Make sure the path to the css file is correct.

Also, you've left out the code to insert the thumbnail. It should be like this...

<a href="image-1.jpg" rel="lightbox" title="my caption"><img src="thumb-1.jpg" alt="Thumbnail" /></a>