Sorry, the link you provided was for the main index page with no instructions that I should be looking elsewhere. With no indication that i should be looking at a different page, I assumed the main tindex page ou linked to was the problem page.
your gallery page uses the grid-lighbox gallery type. this uses the Slim Box JQuery plugin. Slim box does not offer an option for showing the next and previous links, but does offer way to use the keyboard for progressing through the slide show.
the next keys are the right arrow key and "n". the previous link key shortcut is the left arrow and the "p"