Check out:
http://codecanyon.net/item/justified...allery/2594251
The best plugin for making WordPress galleries. I use it on a few of my sites. Its responsive, easy to add images and plenty of cool features.
The link you included above is just a simple WordPress gallery setup. You just need to make sure you have the right thumbnail size set in your media settings. You will also need to stop WP from adding their CSS and include your own. Article below is a good start on how to do it.
http://logoscreative.co/taking-contr...hout-a-plugin/