I have got this working using the width=”0″ and height=”0″ hack. I have a single thumbnail that starts a gallery up of 20 images.
Initial thumbnail in the page content
<a href="<?=get_bloginfo('siteurl');?>/images/photo1.jpg" title="image caption here">
<img src="<?=get_bloginfo('siteurl');?>/images/photo1_thumb.jpg" alt="Click for Gallery" border="0" class="colorbox-1" />
</a>
For each additional photo (i put them right before the </body> tag.
<a href="<?=get_bloginfo('siteurl');?>/images/photo2.jpg" title="image caption here"><img src="<?=get_bloginfo('siteurl');?>/images/photo2.jpg" width="0" height="0" class="colorbox-1" /></a>