Below is the error prompt we recieve when trying to access gallery:

http://www.girlswithhairyarms.net/members/index.php

Zenphoto Error
MySQL Error: Zenphoto could not connect to the database server.Check your zp-config.php file for the correct host, user name, and password.Note that you may need to change the host from localhost if your web server uses a separate MySQL server, which is common in large shared hosting environments like Dreamhost and GoDaddy.Also make sure the server is running, if you control it.

When you run setup it will ask you for your database details. Besides that the error tells you what you can do, too.