Right now the vertical spacing between the thumbnail and it's filename is "<br><br>".
I think you can change the CellSpacing as a workaround.
<CE:Gallery
id="gallery1"
runat="server"
Column = "6"
HelpUrl = "/ASP.NET+Image+Gallery/default.aspx"
MaxImageWidth="750"
MaxImageHeight="480"
BackColor="#ffffff"
CellPadding="3"
AutoResizeUploadedImages = "false"
CellSpacing="80"
ForeColor="#000000"
BorderColor="#eeeeeee"
BorderStyle="solid"
BorderWidth="0"
CssClass="container"
ShowThumbNailName="true"
ShowThumbNailSize="true"
ShowThumbNailDate="false"
ShowThumbNailDescription="true"
FolderPath = "/albums/Nature"
></CE:Gallery>
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