If you click on a photo on a page with a jAlbum Bridge grid, like this page, where the “full-featured” Tiger skin is used, a Tiger slide page is opened. If you next view some other slides, how can you return to the jAlbum Bridge Photos? If you viewed a number of slides, it is not easy possible with the browser back button.
I might add target="_blank" to links for your pleasure, although I'm afraid think this wouldn't stop you from being so frustrated. I see using an IFRAME has the advantage of being easy to skip back multiple stages in the history, but has much more disadvantages. Read articles on using it, and why google has decided to rank lower those pages. (Note, this has nothing to do with "full-featured"-ness.)