Followed all Instructions to download Zenphoto and uploaded
it to my host server. Did this twice with same results shown
below. Looked at my site on the server and all Zenphoto files
are present.

Not Found
The requested URL /zenphoto/zp-core/setup.php was not found on this server.

Additionally, a 404 Not Found error was encountered while trying to use an ErrorDocument to handle the request.

Apache Server at cgauxiliarylakehopatcong.com Port 80

This is the Navigation I used.

http://cgauxiliarylakehopatcong.com.previewdns.com/zenphoto/zp-core/setup.php

My site is in preview mode on Go Daddy. Is this an issue?

Also tried www in front to no avail.

The Zenphoto setup file is in my site on the web server.

There are two possibilities here:

1. You did not upload the files to the place where the webserver would look to retrieve the script files.
2. Your server is not configured to allow PHP script execution.

I suppose that the "preview mode" (whatever that is) might be intercepting the URLs as well and does not know how to deal with this one.

First the preview mode is a way to have a web site hosted
at Go Daddy that is not live to the public yet. However,
I asked them about this as a potential issue and the person
I spoke with didn't really seem to know if this was an issue.
I can make the site live and try that next to see if that solves the issue.

I have another website that is on a different web host provider using a Go Daddy domain name to navigate there.
That's why the Go Daddy web site I have is in preview mode.

I discussed my issue with their tech people, and read off
your installation requirements to the tech support person I
spoke with and he told me they met them all. So I feel
confident that PHP is supported.

I'll make the site live and try that next. If it still doesn't find and execute the setup script I will have a
discussion with their tech support people again. I feel this
is probably a Go Daddy issue. I'll post my results and let
you now if the issue is resolved or not. Thanks.

Problem resolved. My error. I opened the Zenphoto folder and then copied the files to my local site. Should have just copied the folder. Setup was okay. Now have three albums up
on web site. This time Go Daddy tech support was much better.
Thanks.