I've used a lot of sites with galleries and this has to be the worst which seeing as the fact most of the site is about images is really poor. I can only echo what has been said above but no, you're doing nothing wrong, I went into your gallery and saw all the thumbnails which all looked of good quality but with so many to go through I'm afraid I didn't
As was mentioned before if you are looking for specific comments or crit maybe it would be better to purposely post 1 image in the crit section for people to look at, I think you have more chance of getting a response that way and specific feedback.