You need to have Gallery plugin installed.
1. Go to Gallery settings.
- Set first parameter: Load prettyPhoto globally - ON
- Set second parameter: prettyPhoto attribute (hook) - flash
- you need set Keyboard shortcuts OFF, otherwise it will stop play after using keyboard

everything else is not important (these things are set in KroozeArcade plugin)
2. open play.php
find line with code: onClick='javascript:window.open
this one:
$text .= "<a href='".e_PLUGIN."kroozearcade_menu/play.php?catid=".$_GET['catid']."&playing_game=true&gameid=".$_POST['gameid']."' onClick='javascript:window.open("".e_PLUGIN."kroozearcade_menu/games/".$result['game_filename'].".swf", "playgame", "toolbar=0,location=0,directories=0,status=0, menubar=0,scrollbars=0,resizable=1,width=".$result['display_width'].",
height=".$result['display_height']."");'>".KROOZEARCADE_83."</a>";
and replace all url link by something like this:
$width = $result['display_width'];
$height = $result['display_height'];
$text .="<a href='".e_PLUGIN."kroozearcade_menu/games/".$result['game_filename'].".swf?width=".$width."&height=".$height."' flash='prettyPhoto[flash]'
title='".$result['game_filename']."'>".KROOZEARCADE_83."</a>";
Source of solution
Example on github
Warning for KroozeArcade plugin - it's not good idea, because then you need to change path to play.php (or I don't know how to change path after finishing game). And because original solution suppose new window, there is buttom close window, so it needs to be changed to go back button. So there is more work than just use lightbox library.