Hi,
Have you actually tried to do the import yet? I dimly remember a support request from a while back with someone having a problem with featured images not being saved during the import.
There should be an option 'download and import attachments' during the import, just turn it off.
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For lightbox , you will need to update 1 javascript file. Please download the prettyPhoto http://www.no-margin-for-errors.com/demos/prettyPhoto-jquery-lightbox-clone/prettyPhoto_compressed_3.1.5.zip , . Inside the zip, in the folder /js/ please get file jquery.prettyPhoto.js
Please replace the file found inside the theme /js/prettyPhoto/js/jquery.prettyPhoto.js with the file you extracted from the zip. Just incase do not overwrite the old file just add a .bak extension to it, or rename it to .old
Thanks,
Nick