Setup didn't complain, but at setup time I had not made the modification in .htaccess, so it was PHP4. Is that a problem?
I've had a look at the troubleshooting, it didn't help (well, it did, but not for this issue!).
My images are quite large indeed. What's the limit? If it depends on my configuration, where/how can I find it?
Thanks anyway for your answer.
Zenphoto should run with both php 4 and 5 (I use 5 though). You need to ask your host about the php memory limit. Please also read: http://www.zenphoto.org/2008/08/troubleshooting-zenphoto/#11