So I started using zenphoto in hopes of creating a client proofing gallery for clients who wish to view the final photos and choose which pictures they like. So far so good but I would like to know if there is a setting or a plugin or a file I have to mess with that allows users or clients to choose pictures they like and their choices get sent to my email.

Pretty much what I'm saying is if there is such thing as a way for clients to choose their favorite images from their private galleries and their choice of images are sent to my email.

No, sorry, as far as I know there is no plugin for this.