Does ZP genereate intermediate sizes when you're using lightbox? (my server is down so I can't check)
I got reports that loading my photos takes forever, I upload them in original size (3200+ x 1600+ px), and I assumed that ZP would make intermediate sizing (ie. thumb + intermediate (ex. 800x600) + original).
Curiousity:
No idea what lightbox is but if I was visiting your site with original images of that large, I'd be leaving! That is HUGE image size! A monitor is 1280x? so why so large? And as for slowness, I imagine the size of each image must be in MB instead of a few KB per image? I thought using 595W was too large But, I've a lot of text for most images so sized down to 400W.
The included themes do not use lightbox, but the downloadable themes on zenphoto.org should resize the photos for you (it's very easy)
I always upload my original photos also and let ZP resize them. That's probably not the best practice as it takes more memory that way but I use it as an backup of my photos as well.