At the request of the administartor I am posting this but it is exactly the same problem as many have had with this plugin. The thumbnails on my set up show blank but on clicking they do open the large image. Also if i select the galliera option that requires continuously increasing number of click to make it work as the sample on the demo website does as well.
Here's the link to my site.
I have numerous problems on my local server including the inability to change the size of thumbnails. I can change the frame they sit in but not the actual thumbnail!
I have version 2.5.6 and the chmod permissions are correct!

Do you have GD library installed?
Do you have correct permissions in your thumbnails cache folder?

Do you have GD library installed?

Probably not but the site is down anyway. Do you mean your software needs a 3rd party code to work?

Ι mean that you should check the REQUIREMENTS paragraph in SIG PRO documentation please...
www.joomlaworks.net/content/view/51/41/

I can now confirm that GD Library is installed on both the host and local server. I have checked toe host by a info.php file and checked the localhost via the PHP option in the admin section of Wamp.

Is your thumbnail cache writable?

I had problems with certain pictures not showing up any thumbnails..
Working for 99% but not all.. The problem for me was not permission related or anything like that.

The files had spaces in their filenames... When I removed the spaces from the file names it worked just fine.

Just thought this might help someone else...

BR / Stefan