Load the required JS call in footer for Easy Image Gallery http://wordpress.org/plugins/easy-image-gallery/

gistfile1.php

<?php

function my_theme_easy_image_gallery_js() { 

    $lightbox = function_exists( 'easy_image_gallery_get_lightbox' ) ? easy_image_gallery_get_lightbox() : '';

	if ( 'colorbox' == $lightbox ) { ?>

		<script>
			jQuery(document).ready(function() {
			  jQuery("a[rel^='colorbox']").colorbox();
			});
		</script>

	<?php }

}
add_action( 'easy_image_gallery_js', 'my_theme_easy_image_gallery_js' );