Just installed latest version of zenphoto on my server to create a new gallery and I get:

Zenphoto Error: the requested object was not found.
Album: zp-core/admin-options.php

Every time I try to save any changes under Options -> General. All other tabs in options work fine, I have changes security, image, gallery, etc. settings with no problems.

I have tried two separate installations in different locations. I've tried re-running setup. I can't toggle mod_rewrite to try that because that's a setting on the page I can't change. Any advice?

Sorry, no idea right now. Please review the Zenphoto and server error logs for possible more info.