Load the required scripts for Colorbox into the Easy Image Gallery plugin http://wordpress.org/plugins/easy-image-gallery/

gistfile1.php

<?php

function my_theme_easy_image_gallery_scripts() {
       
   	$lightbox = function_exists( 'easy_image_gallery_get_lightbox' ) ? easy_image_gallery_get_lightbox() : '';

   	if ( 'colorbox' == $lightbox ) {
   		wp_enqueue_script( 'colorbox-js', get_stylesheet_directory_uri() . '/colorbox/jquery.colorbox-min.js',  array( 'jquery' ), '1.4.26', true );
   		wp_enqueue_style( 'colorbox-css', get_stylesheet_directory_uri() . '/colorbox/colorbox.css', '', '1.4.26', 'screen' );
   	}
   
}
add_action( 'easy_image_gallery_scripts', 'my_theme_easy_image_gallery_scripts' );