The current support release for Zenphoto is version 1.4.0.4. Perhaps you should install it to see if it fixes any problems you might be having.
Besides that, we would need to know what has changed with your site recently. Most likely something that happend around the time you started getting this message.
What the message means is that Zenphoto thinks it needs to run setup because of something that has changed in the installation, but cannot find the setup scripts. Of course, not finding the scripts is normal since we recommend that they be removed after the install. So the question is what has been changed that makes zenphoto think it needs to redo the setup.
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Besides that, we would need to know what has changed with your site recently. Most likely something that happend around the time you started getting this message.
What the message means is that Zenphoto thinks it needs to run setup because of something that has changed in the installation, but cannot find the setup scripts. Of course, not finding the scripts is normal since we recommend that they be removed after the install. So the question is what has been changed that makes zenphoto think it needs to redo the setup.