I downloaded the files, uploaded them and tried going to 'install' and 'index.php' it just doesn't work. How do I install it?

/zenphoto/zen/setup.php

Ok I installed it.. but how do I login? I don't know any of my login info. I did everything it told me to, and when I refreshed setup.php, it just has a login page and I don't have any login info.

Then you didnt follow the directions on setup.php. You specify your login info on the config.php page. Good luck.