Well, I guess I’ll answer my own question, to the best of my ability.
Seems the .js file’s path to the loading and close images is relative to the page it is linked to. So, my solution is to place the images folder at the same level as the page, but keep the other Lightbox 2 files at the root level of the site.
I found where I could change the link in the .js file; but, that would mean the link would only work for html files at the same folder depth in the site.
(Sorry, I got used to placing pages in folders in Adobe’s GoLive…I don’t like placing all of the files in one folder as so many web guys do. So, this problem is of my own making.)