Hi Mike,
If I have the gallery on my own web page, when I click on an item it tries to open "http://www.mydomain.com/eBayISAPI.dll?ViewItem&item=1234567890".
My guess is that the gallery code is deliberately written this way (without absolute URLs) so that the same piece of code works on any listing on any eBay site.
The Vendio gallery will work on external web pages, but when you create a gallery you have to specify which eBay site it relates to, then presumably the full item URL is hard-coded into the HTML.
Let me know if I'm wrong, I'm using Dreamweaver to create the web page so it is possible that it is altering the URL somewhere in processing, but I think my first guess is probably right!
Cheers,
Neil