you will have to modify the zenphoto theme to match the width's and heights of your joomla theme.. but using the wrapper works perfectly. you have no other configuration than to just create a link to the wrapper with the url of your gallery..
Thanks acrylian. In the end, I decided to use Wordpress (as a CMS) for this site since the final user (my wife) will find it easier than Joomla so I think ZenPhotoPress is a friend.
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http://www.zenphoto.org/2008/01/hacks/#zenphoto-as-plugin