If I try to save the Options in admin panel (admin-options.php?page=options&tab=image) there comes an 403 Forbidden Error Message.
Nothing in the Logfiles....

Any Idea how to fix that?

Are file/folder permissions correct ?
http://www.zenphoto.org/news/permissions-for-zenphoto-files-and-folders

Oh, I found the Problem. I was using Virtualmin for ServerConfig...
PHP script execution mode: Apache mod_php (run as Apache's user) -> Group www-data

I changed it to
PHP script execution mode: FCGId (run as virtual server owner)

Now everything is going well.