Need help! Is this a plug-in? (image gallery related)

Hello there! I have roaming around the internet for 3-4 hours now trying to find out how I can get an image gallery on my Wordpress site to look just like the gallery on THIS SITE.

Is it a plug-in? Is it built in the theme? All I know is that I need a gallery like that on one of my sites, with the arrows, thumbnails on the bottom etc...

Anyone out there who might know something about this?

Try NextGen + JJ NextGen JQuery Slider

Great! Gonna try that out.