Vanilla 2

It's actually a problem with how the gallery inserts images. The images link to the media pages instead of the actual file. This is what I personally use (please note it takes some styling out which I put in my theme). You can copy and paste this into the bottom of your functions.php file

// Changes the default WordPress Gallery
remove_shortcode( 'gallery' );
add_shortcode( 'gallery' , 'my_own_gallary' );
function my_own_gallary($attr) {
$post = get_post();

static $instance = 0;
$instance++;

if ( ! empty( $attr['ids'] ) ) {
// 'ids' is explicitly ordered, unless you specify otherwise.
if ( empty( $attr['orderby'] ) )
$attr['orderby'] = 'post__in';
$attr['include'] = $attr['ids'];
}

// Allow plugins/themes to override the default gallery template.
$output = apply_filters('post_gallery', '', $attr);
if ( $output != '' )
return $output;

// We're trusting author input, so let's at least make sure it looks like a valid orderby statement
if ( isset( $attr['orderby'] ) ) {
$attr['orderby'] = sanitize_sql_orderby( $attr['orderby'] );
if ( !$attr['orderby'] )
unset( $attr['orderby'] );
}

extract(shortcode_atts(array(
'order' => 'ASC',
'orderby' => 'menu_order ID',
'id' => $post->ID,
'itemtag' => 'dl',
'icontag' => 'dt',
'captiontag' => 'dd',
'columns' => 3,
'size' => 'cover',
'include' => '',
'exclude' => ''
), $attr));

$id = intval($id);
if ( 'RAND' == $order )
$orderby = 'none';

if ( !empty($include) ) {
$_attachments = get_posts( array('include' => $include, 'post_status' => 'inherit', 'post_type' => 'attachment', 'post_mime_type' => 'image', 'order' => $order, 'orderby' => $orderby) );

$attachments = array();
foreach ( $_attachments as $key => $val ) {
$attachments[$val->ID] = $_attachments[$key];
}
} elseif ( !empty($exclude) ) {
$attachments = get_children( array('post_parent' => $id, 'exclude' => $exclude, 'post_status' => 'inherit', 'post_type' => 'attachment', 'post_mime_type' => 'image', 'order' => $order, 'orderby' => $orderby) );
} else {
$attachments = get_children( array('post_parent' => $id, 'post_status' => 'inherit', 'post_type' => 'attachment', 'post_mime_type' => 'image', 'order' => $order, 'orderby' => $orderby) );
}

if ( empty($attachments) )
return '';

if ( is_feed() ) {
$output = "\n";
foreach ( $attachments as $att_id => $attachment )
$output .= wp_get_attachment_link($att_id, $size, true) . "\n";
return $output;
}

$itemtag = tag_escape($itemtag);
$captiontag = tag_escape($captiontag);
$icontag = tag_escape($icontag);
$valid_tags = wp_kses_allowed_html( 'post' );
if ( ! isset( $valid_tags[ $itemtag ] ) )
$itemtag = 'dl';
if ( ! isset( $valid_tags[ $captiontag ] ) )
$captiontag = 'dd';
if ( ! isset( $valid_tags[ $icontag ] ) )
$icontag = 'dt';

$columns = intval($columns);
$itemwidth = $columns > 0 ? floor(100/$columns) : 100;
$float = is_rtl() ? 'right' : 'left';

$selector = "gallery-{$instance}";

$gallery_style = $gallery_div = '';
if ( apply_filters( 'use_default_gallery_style', true ) )
$gallery_style = "

#{$selector} {
margin: 0 auto 5px;
}
#{$selector} .gallery-item {
float: {$float};
text-align: center;
width: {$itemwidth}%;
}

";
$size_class = sanitize_html_class( $size );
$gallery_div = "\n";

return $output;
}