Would it be to replace the actual comment form on the image page to send the comment directly to an e-mail adress ?
And very sorry, I don't know how to get the version zen photo I am using

Not without modifying the comment code or writing a new function. Generally Zenphoto should sent a note that a comment has been posted.

The zenphoto version is always shown in the footer on the admin backend.

I think Acrylian just came up with a solution... Put moderation on the comments and make changes to your theme stating that all comments will be emailed not displayed. Get all the comments emailed like they need moderation... thats it.... no changes needed.