Did You set a position to the RokGallery Module?
Did You properly set a gallery in component (name of gallerry and tag)?
Did You properly set a tag (which is contain to gallery) in iamges?
Did You publish images in component view?
Please display some screenshots from Your gallery, from component and module
I do not know that's what you mean but in "Gallery Manager" You've got "Image" section and You set there Your own values. The same thing You set in "Thumbnails size" section. If You on frontend using RokBox to display big picture when users clicked on image (layout type "grid") enough will be set link to "RokBox2 ...." and leave original image size. Can You provide url to Your website? It will by very helpul.