Installation of SIG Pro did not work for me either from file upload or from directory on server. I managed to get this working by installing manually -

www.pmcworkshops.co.uk/dev/index.php?option=com_content&task=view&id=13&Itemid=28

All permissions were 777 where required to write new files etc.

(this site is still being developed by the way which is why it's a bit untidy  :) )

However now having got this far, I have no idea how to configure anything.

"Detailed instructions and tips on how to use Simple Image Gallery PRO are included inside the parameters page..." - only they are not there. Any suggestions? Are the instructions available elsewhere?