Hi, is it possible to move application along with user generated content to another server? the biggest challenge is MSQL db.

There is a database backup utility on the admin overview pages. You also can do this with tools your host surely provides.

Also since Zenphoto is filesystem based you can basically move the albums folder over. Also moving the cache folder is a good idea. But note this will not move database entries like descriptions etc. if they have not been attached to the image via EXIF/IPTC in the first place.

EDIT: We have created a new troubleshooting entry for this: http://www.zenphoto.org/2009/03/troubleshooting-zenphoto/#40