To get this working you need to turn off full image protection on the admin options. The thickbox (the popup script) otherwise can not access the full image.
The latest Zenpage svn contains a fix for the theme so that it always uses the unprotected image url for the thickbox (but you will have to update Zenphoto to the latest svn/nightly, too)
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http://sebastien-art.synergie-consulting.com/
thanks