I just noticed that the link to the home page of my zenphoto website has added the host name in the url, so it does not work. Other menu links are fine. Not sure how to fix this.

To explain: My site url is http://mysite.com/zenphoto

Album links in the menu are http://mysite.com/zenphoto/album1

But the "Main" link, which should go to the url above, is a link to http://mysite.com/zenphoto/mysite.com

Anywhere to look?

Check the option, you probably did not enter the url correctly (a valid one http://www.something.com)

Okay, I see how it's working now.