The reason you get the jump on the first click but not any others is because by the time you get to the second click, the page is already 'pre-jumped'. If you scroll right up before the second click, you'll get the jump again. Because the ID you are linking to isn't at the very top of the page, it moves down slightly when you click the link. One way to get around it would be to get rid of the extra spacing at the bottom of the page, which would stop the page from being able to jump.
One issue I have with this design is that it downloads all fullsize images just to load the page, regardless of which thumbnails the visitor actually clicks on.