Check out the Troubleshooting documentation page.
Set the number of columns to a value higher than 0. For example if you would like to have 3 columns, just set it to 3.
Seems the shadow png could not be found. Just reset it via the options. There you can upload it again. More shadows images can be found in images/fancygallery/shadows folder of my plugin folder.Or just remove it at all in the options.