There's a free program that does this called Picasa.
Google now has it free I believe. I've done lots of pages with this feature, I open it in Dreamweaver after I do the initial creation. You put all your pictures in one file. Have Picasa index it. Choose all the pictures, then choose the action "create a webpage", you will see lots of options. It's a good idea to create captions for each picture you want to include before you do the web page thing. Otherwise, only the filename will appear. You click on the thumbnail and it then shows you a big version. It makes the thumbnails for you, you don't have to do that. It saves all the things it needs to work in one folder. You then upload that entire folder to your site, and link to the folder. It will pick up the "index" page and work great. Some examples can be found on my site, not on the first page though.
Try it, you might find that's the answer!
Cecilia Price
Artmaker Studio