As type use "Normal" for images and videos. Iframe is onely for display of whole web pages.
PrettyPhoto has five nice themes. Choose the one which suits with the template of websites.
Select wether you wish to display thumbnails or titles or both.
This option is not ready yet. Sorry for that.
This option dispalys small tumbnails of other photos/videos at one gallery at bottom of images/videos. Try it.
This is option for professionals. If you use more than one instance of this module at one site, the images/videos form all instances will be automaticly at one gallery. So when user will click on "next" button in gallery, the images/videos from other gallery will be also. If you want more separate galleries at one site, you have to set different identificator.
For thumbnails use images with propper size. Care about webpage size. Use this option onely in an emergency.
Every image/video should have title and description. But it's up to you.
Select the image which will represent the bigger image or video. Not required.
This is onely required field. Insert there the path to image or for example Youtube video.