Ok so I just installed zenphoto, and everything seems to have gone well. I chose to go to the admin panel from the last setup page, added a few photos as a test, and they worked fine.

Then I closed my Browser.

Opened the browser up, went on the website I just uploaded zenphoto on, and now I cant see the admin login ANYWHERE! Before it was at the bottome next to "powered by ZenPhoto", but now its nowhere to be seen!

Am I being an utter idiot or has something gone wrong?

http://yourdomain.com/zen will take you to the admin panel

It's not shown for non-admins, just for a little extra security and so it doesn't confuse people. Once you log in again (and depending on the theme you use) it should show the link. If not, demosthenes is right, /zen takes you to admin. /admin should as well.