Problem with Embed Links

I just embedded a bunch of links in my blog -- thanks for making it easier. But, I think there's a problem.

Go to the gallery, select a photo, get the link to embed, embed the link in the blog -- when I click on the photo in the blog, it works great - takes me back to SmugMug to show the photo larger.

However, if after I have selected the first photo and gotten the first link, I use the thumbnails in the embed link window to browse to the next photo for which I want to get a link, that embedded photo, when clicked in the blog does not take me to the photo in question. Rather, it takes me to the first photo in the gallery.

I've tried this several times with the same results. Am I doing something wrong, or is there a bug?

(I'm sorry I don't have an example to show you as I just went through and re-did all the links in the blog post.)