Sorry, my frustration got the best out of me...
I installed Zenphoto earlier today to try it out. My hosting is with Godaddy. The installation went well and I am currently using the template zpFocus. The checkbox "Enable comment notification" is checked off in Options/Comment tab. If I open the image.php the proper code is there:
Is there anywhere else that I need to activate the comment form or could there be something on the Godaddy server that is not right?