Dan, your comment helped me sort out the problem - you're a star. When you mentioned that the script is looking for a document fragment and not a complete html page, I went back and took a look at the form.aspx page. As I assumed, the code was fine, the actual problem was that I had recently inserted a google analtiycs script at the bottom of the form page (don't ask why!)
I removed the google script and the form now loads - bit of an anti- climax...but still! I assume someone could explain why this happens, but it's no worry to me now, I don't need the google analytics script there anyway. Thanks to everyone who helped :D If anyone's interested in (and hasn't already found) the thickbox script, the code and tutorials can be found here: http://jquery.com/demo/thickbox/
