For this site domain.com will actually give you domain.com/index.shtml which is the opening page for the site, need it to go to the domain.com/index.php which is the core of the site.
So, you are "sharing" the root of you site between some non-zenphoto home page and the Zenphoto index.php. Certainly that is not a good idea, nor good web practice.
You certainly did have other choices. Specifically the one I suggested. If you choose not to go that route you will have to customize your theme as acrylian has suggested.
Comments
I suggest you install Zenphoto in a subfolder.
I had no other choice to do what I have done... I am asking if there is a fix... Can I change something somewhere to make it work?
There is no fix as there is nothing to fix at all... If you really need this you will have to create a bunch of custom functions for your theme.