OK I found out how to do this. I find it strange that no one has taken the time to post this solution somewhere as it was extremely easy to do, even for non PHP coder as me.
OK first find the line in wppa.php that says
$url = get_permalink() . wppa_sep() . 'album=' . $_GET['album'] . '&photo=' . $thumb['id'];
Its about line no.: 990
change that to:
$url = get_bloginfo('wpurl') . '/wp-content/uploads/wppa/' . $thumb['id'] . '.' . $thumb['ext'];
Then open wppa_theme.php and change this line:
<a href="<?php wppa_photo_page_url(); ?>" class="img"><img src="<?php wppa_thumb_url(); ?>" alt="*" /></a>
To:
<a href="<?php wppa_photo_page_url(); ?>" rel="lightbox[<?php wppa_album_name(); ?>]" class="img"><img src="<?php wppa_thumb_url(); ?>" alt="*" /></a>
That’s all you have to do and every thumbnail will open with lightbox. If you got that installed of course.