I am a zenphoto first timer. I unzipped the files and uploaded them to my server. I created a new database and a new administrator for that database. I went to mysite.com/zenphoto/setup.php and this comes up every time:

[an error occurred while processing this directive]

Please help, what am I doing wrong?

Maybe your server is not configred with support for PHP. Or the PHP installation has an error.

You might want to look into the site logs and see if they provide more information. The above is really just a guess.

Try mysite.com/zenphoto/zp-core/setup.php or just
mysite.com/zenphoto

The error comes from Apache's SSI, which may be misconfigured. As far as I know, there are no SSI directives (intentional or otherwise) in Zenphoto that would be causing the problem.

Regardless, it would still be best to find the error log and/or speak with your host.