Integrating Flickr Gallery

I've setup Flickr. I've set the integration to ON and put in the API key. I have access and Flickr now shows up in my media manager. Ok, I just want my Flickr account to display all my photos as a gallery. When you click on Flickr the top right says Insert Gallery. The problem is that if you hit that no pictures are selected and none are added. I also cannot select multiple photos it seems. Once I click on the option changes to Insert Photo. I would think if I selected more than one it would either give me both options or the Gallery Option. What am I doing wrong? Do I have to make them a Set or Collection in Flickr first? In addition, should this be a blog page at all? Should I select something other than Single Page Blog Display as my menu button ? I just want it to be a normal gallery. Please advise.

Finally, if I get everything to work can I upload straight to Flickr without having to then add the photo into my page?