I just bough the SigPro, seems that is the best solution to create fast a photo gallery on joomla but i have a problem with the margins on thumbnails.

Please check this:
www.music-play.gr/index.php/gallery/2011-11-03-10-04-49

The problem exists in every Layout template i choose.

Please check it. Thanks.

This is a css conflict with your template css and specially with height  you give in this element at templates/theme811/css/layout.css folder at line 2565:

#content ul li {
    background: url("../images/dot2.gif") repeat-x scroll 0 100% transparent;
    height: 41px;
    line-height: 41px ;
}

If you remove it the gallery will be ok. In addition you may check some minor conflicts with margins and paddings at ul gallery elements

I deleted all

#content ul li {
    background: url("../images/dot2.gif") repeat-x scroll 0 100% transparent;
    height: 41px;
    line-height: 41px ;
}

and the problem solved.
Thank you :)