Is this after pointing your browser at /gallery/zen/setup.php, and did that complete without any errors?
Strange... if you look in config.php you can see the SQL it is trying to run to create the tables and indicies -- you could try running them from phpmyadmin.
not that I guess I should have or anything but I logged in using the information you provided(which i will removed after this post) and logged onto your installation.
http://webdingen.com/zenphoto/
You hadn't run setup.php
I ran through the setup.php and the error is gone. Now you just need to add some photos to make sure the rest works.
In your first message, it appears your database prefix is db2_, in the script you posted it's zen, did you switch it between installs?