Answered my own question: It’s the auto-display of all image links that screws things up. When I manually apply the rel=”wp-Prettyphoto” tag/field/option (I don’t know what to call this), I have no problem.
A small bit more information: When I remove the class label to envoke Andrew’s Radke’s Shadows plugin, the problem disappears. But I do want to use both plugins. Again, any ideas?