Hey
Using the Thickbox, I was able to come up with this code to display the box on page load. Hope it helps!
I missed out all the images in the code below so if the code works for you, remember to go onto the Thickbox website and download all the relevant files.
<html>
<head>
<title>Thickbox</title>
<script src="http://jquery.com/demo/thickbox/js/jquery-1.1.3.1.pack.js" type="text/javascript"></script>
<script src="http://jquery.com/demo/thickbox/thickbox-code/thickbox-compressed.js" type="text/javascript"></script>
<link rel="stylesheet" href="http://jquery.com/demo/thickbox/thickbox-code/thickbox.css" type="text/css" media="screen" />
</head>
<body>
<div id="hiddenModalContent" style="display:none">
<p>Lorem ipsum dolor sit amet, consectetuer adipiscing elit, sed diam nonummy nibh euismod tincidunt ut laoreet dolore magna aliquam erat volutpat. Ut wisi enim ad minim veniam, quis nostrud exerci tation ullamcorper suscipit lobortis nisl ut aliquip ex ea commodo consequat.</p>
<p style="text-align:center"><input type="submit" value=" Close " onclick="tb_remove()" /></p>
</div>
<script>
$(document).ready(function(){
tb_show('Splash','#TB_inline?height=155&width=300&inlineId=hiddenModalContent&modal=true', null);
});
</script>
</body>
</html>