Slimbox works fine with Atahualpa 3.2, but doesn't with 3.4.1. I've tried Slimbox with Wordpress Classic 1.5 and that works OK. I have the same problem with Lightbox 2.8.2.
When I click on a thumbnail the image opens in a new browser window, rather than the Slimbox effect.
Here's an example using Slimbox and Atahualpa 3.4.1: