During installation:

zenphoto setup
Creating tables...
Done!

You can now View your gallery, or administrate.

lf l click on "administrate", zenphoto Administration is OK, but if l click on "View your gallery", l have this:

my photos

* « prev
* next »

Click to sort gallery
Admin | Powered by zenphoto

lf l click on "Click to sort gallery", l have:

Not Found
The requested URL /zen/admin.php was not found on this server.

sounds like your webpaths are not registering..

you got a link we can see.. that normally tells us what the problem is