So where is the folder and where is Zenphoto? Both must be on the same server.
http://www.zenphoto.org/news/is-it-possible-to-administrate-images-hosted-on-another-server-
Is it in the same folder level than Zenphoto? Then either rename it to "albums" or change the default name of the "albums" folder within the config file withn /zp-data. You could also just copy the folders form that folder into the "albums" folder.
If on another lever (upper) you can also change the path there. In any case you can have only one "base" "albums" folder.