Please try the suggestions in this forum post.
I expect the most likely cause is a either going to be a conflicting plugin such as a security or caching plugin (Suggestion #2) or an entry in a .htaccess file preventing the plugin's PHP pages from being accessed directly (Suggestion #5).

I hope this helps.
However, if you continue to experience difficulties, please post back with some more details about your problem such as when exactly does the error message occur (e.g. when clicking the 'Add Juicebox Gallery' button or accessing the 'Manage Galleries' page or viewing the gallery).
If you could perhaps provide a screenshot so that I can see what you are seeing, then that might also help.
Thank you.