Using fancybox with Moodle

We want to utilize fancybox (http://fancybox.net/) capabilities on our site. We are running Moodle 2.2.4. Specifically, we want videos (presented as thumbnails on the site) to open in a floating fancybox window. From what I've been told by our sysadmin, we would need to attach CSS classes to links to do this. If this is the case, please advise how to do this.

Thanks.