When I upload pictures some of them don't display. I can download the album folder of sftp and they will all display using a photo viewer just fine, but not when I upload them. The display a white box with no photo as seen on :
http://offhandwebdesign.railsplayground.net/zenphoto/newalbum/

So I was looking at what was being loaded using firebug and get the following:
Warning: imagecreatefromjpeg() [function.imagecreatefromjpeg

]: gd-jpeg, libjpeg: recoverable error: Premature end of JPEG file

in /home/neevor/public_html/zenphoto/zp-core/functions-image.php on line 61

Most likely these pictures are too large for processing on your server. Try making them smaller files before uploading them.

The full image is handled fine, it seems to be that when ZP goes to create a thumbnail it fails. Is there any way to check that an image can be converted before saving it?

Take a look here: http://www.zenphoto.org/2007/12/troubleshooting-zenphoto/#11