Hi, I've succesfull installed the media gallery. I log in with admin or host user for edit media options, and after added media file I can see it very well. The problem is when I log out and see the page in anonymous user, in this way the media is no displayed! I've open the source page and I can se the code <!-- Start_Module_1298 --><div id="dnn_ctr1298_ModuleContent">
    <div style='width:100%' align='Left'><embed pluginspage=http://www.macromedia.com/go/getflashplayer src='/LinkClick.aspx?link=250x250_astro_click.swf&tabid=36&mid=1298' Align='Left'  Width='450px'  Height='200px'  type=application/x-shockwave-flash bgcolor='' salign='LT' quality='high' menu='false' loop='false'></embed></div><!-- End_Module_1298 -->

If I try the direct link to http://mysite/LinkClick.aspx?link=250x250_astro_click.swf I receive the "You Do Not Have Permission To View The Requested File" result. I'm sure it is no file permission problem because when I'm logged in how admin or host user I can open this direct link!

Any ideas?

try to set caching in module settings to -1

Sorry to "cry Wolf" but I found in another posting that if the admin file manager permissions are changed and non-administrative users are removed from the permitted list, then the media will not appear.  This may seem obvious to those familiar with DNN but it was not immediately intuitive to me that permissions to view the file manager would also transfer to the permissions to view the files per se.  Problem solved.  Sorry about the confusion.