Honestly, I did not even look at the gallery long enough to notice that effect. But if I had of noticed that effect, I would have set the Fla file up differently. This effect would be easiest achieved by....making an (if) statement that would say something like...

User clicks picture_3, and is currently on picture_5...

If the user is on picture_5, then reverse the playhead and continue to the specified picture (picture_3).
Then just repeat for the other pictures...

If the user is on picture_1, then continue to the specified picture (picture_3).
If the user is on picture_2, then continue to the specified picture (picture_3).
If the user is on picture_3, then do nothing (picture_3).
If the user is on picture_4, then reverse the playhead and continue to the specified picture (picture_3).
If the user is on picture_5, then reverse the playhead and continue to the specified picture (picture_3).

Sounds hard, and really it is. You would have about a two page (if) statement. But that is the easiest way it can be done, as far as I can think of at the moment. Also, I hate to say it, that photo gallery is a pretty hard one to make, as you can tell from my crappie sample file. I spent about ten minutes on it and that was the best I could come up with. If one of my clients asked for this type of effect, I would probably spend about a week perfecting everything on it.

Hope this helped, and Good Luck!!