I am currently working on a task like this. I thought it was going to be easy using their wrapper function but in the end I am just theming it to look like my joomla theme.
Which is really easy by the way. Joomla is a single file template system. so really.. just take the joomla template and copy the code to your zenphoto theme files (this included taking your joomla css file and putting it in zenphoto template directory) then just add the appropriate while next...... blah blah blah statements in the pathway div then just correct the spacing in css. I am almost done with mine.. nothing on a live server on the internet.. just my dev pc
But all in all.. I didnt have much luck with the wrapper.. theming has always been easier than "integrating" for me.