The download page for the module makes it pretty clear under "Dependencies" that DataObjectManager and SWFUpload are required. The docs, linked in the "getting started" section of that page explain it, too.
You just need to download and install dataobject_manager. Make sure the folders for all these modules are "dataobject_manager", "swfupload", and "image_gallery". The file download likes to append -rXXX to them for some reason and it breaks everything. I recommend using the SVN checkouts in lieu of the ZIP files. It's easier to get updates that way.
This is great! Thanks Uncle Cheese. That works! I am now trying to include mp3 gallery pages and possibly video gallery pages, but not sure what I need to do. Trawled around the forums, found some interesting posts, but they are missing steps for me. For example, I found a great post here by Uncle Cheese (http://www.silverstripe.org/dataobjectmanager-module-forum/show/260322?start=56#post262570), but if I create AudioPage.php and AudioFile.php and AudioPage.ss, in which directory do I put them? I am new to SilverStripe. Need some help here. Please any assistance would be greatly appreciated.
Also, does anyone who has already succeeded in this, perhaps, have a zip file containing the necessary .php, .ss files required to enable mp3 galleries and possibly video?