i have this website, just installed the zenphoto.
Managed to upload via zip file and single photos system.
Managed to create folder.
Managed to shows the thumbnails of albums.

Yet, when the album name or picture is clicked, it keeps getting back to the same page.

Could you please tells me what's wrong with it?
The site is : http://gallery.bmjindonesia.com

I don't see anything unusual on your site.