Ok, So, I've read and searched and ensured that 100% compliance with the instructions have been followed - verbatim!
SIG is working... however, one exception. The "red x" issue in IE and nothing showing but a tiny white square in FF.
GD is 100% enabled on the server and permissions for the file showthumb.php are set correctly (tried 777 and 755), as are the permissions for the folder in which it resides. For verification, you can see it here:
http://www.coolwaterdesign.com/phptest.phpThe path to one of the thumbnails (white square) shows as:
http://coolwaterdesign.com/plugins/content/plugin_jw_sig/showthumb.php?img=sites/fishsalmonriver-lg.jpg&width=100&height=100&quality=80. Is this not correct? The images are stored at "images/stories/sites"
Still though, it fails to load the thumbnails. I'm really at a loss on this one and can't figure out a way to get this working correctly. Any ideas?

Also, forgot to mention that the path is obviously set correctly as well because the full size images show correctly with the lightbox.
On Edit: I'm truly wondering why I should spend money on the paid version when I can't get the free version to work.(?)