Are you perhaps talking about this page or similar on your site, http://fawnfloyd.wordpress.com/illustration/ ?
The theme you have chosen, Chunk, only has 580px in width for the content, and with the thumbnail size, you can only go three columns across.
You can edit the various image sizes (thumbnail, medium, large) at Settings > Media in your dashboard as well as some gallery-specific settings. After you do this, you will have to remove the gallery and then reinsert it so that the new thumbnail size will be used and then you should be able to set it for 4 or possibly 5 columns, depending on your chosen thumbnail size.
If you want additional width to your pages so that you can use more columns in your galleries, this can be done with CSS, or by switching to a theme that has full-width page templates and is perhaps wider.
The following CSS will widen pages only. Add it and preview it to see what you think. If you want to change widths and layouts for only some pages, we can target them by page ID.