Not possible is of course meant as not without some programming work. It would be possible to filter the URL via a plugin and turn that link into the appropriate Zenphoto parameters internally.
But there would be some drawbacks--you could then never have an album where the name was simply digits.
Anyway, maybe a better approach to this is to describe what you want to accomplish. The URL you originally complained about is caused by not using mod_rewrite. If you enable mod_rewrite the links look much more friendly. Is that all you need to do or is there some intrinsic reason why the link needs to be a number?
Unless you enable mod_rewrite there is in fact no possible solution as there is no means of intervention by Zenphoto--all links must point to an actual file.
If you really want a link that looks like `http://site.com/album name/#` and your site supports mod_rewrite, a plugin can attach to `load_request` filter and provide the mapping.