Visiting your Zenphoto installation shows that it is not correctly installed.
Quote:Zenphoto Error
MySQL Error: Zenphoto could not connect to the database server. Check your zp-config.php file for the correct host, user name, and password. Note that you may need to change the host from localhost if your web server uses a separate MySQL server, which is common in large shared hosting environments like Dreamhost and GoDaddy. Also make sure the server is running, if you control it.
So you need to check what this error tells you. Setup surely will have asked for these details.