If changing the admin option for images/pages changes the number of items you see, but you are seeing only one page, then the files for your current theme are probably missing calls to the next/back page functions, these draw the relevant links between pages. Are you using a custom or third-party gallery theme?
Try going into admin and selecting one of the default Zenphoto themes, you should then be able to change between pages.
If that fixes things, then you will need to alter the code for your custom theme.