My gallery page looks really bad and all link in it are broken. Please help me!

http://www.dcsoccer.com/zen/zenphoto/index.php

All links point to "/cgi-system/..... So you really put the folder "zenphoto" within the folder "zen"? Did the setup script complain about anything?

Also your server might require to configure the webpath manually (sadly needed on some servers). Look at zp-data/zp-config.php in line 69/70. Uncomment those two lines and enter the paths as described.