My images all end up in a low res jpg-version when viewed in my gallery:
http://karlliljas.se/photos/index.php?album=Weddings&image=IMG_2008.jpg

but when clicking it, I can see the high resolution picture:
http://karlliljas.se/photos/albums/Weddings/IMG_2008.jpg

I'm sure that there is a way to change this, but I can't seem to figure out how. Does anyone have a good suggestion?

Thanks!

Yes, that is the standard behaviour as Zenphoto always resizes images as highres photos are normally quite pointless on the web because of loading times, screensizes etc.

However, you can change your theme to display the full resolution images directly if you wish. See the theming tutorial.