Welcome...
I Have a problem with making a them for zen photo...
I Want something to look similar to this: http://img147.imageshack.us/my.php?image=przechwytywanieej3.jpg
(First Album name
all thumbs from first album
Second Album name
all thumbs from second album)

And i was trying to do it but I don't have already any idea...

Thanks for help...

Just copy the next_image() loop from album.php into the next_album() loop on index.php.
More info on our theming tutorial.