I suspect my problem is with cpanel, not zenphoto, but hopefully someone will know the answer. I created a MySQL database using the MySQL database wizard. When I enter the information into the setup.php page, it gives me an "access denied" message. I've tried re-installing everything and creating a new database, but I get the same results. How can I fix this?

Either you have not entered the right information or your MySQL user does not have the required access rights. Best you ask your host.