Cheers for the quick reply
Using your second method above of calling the ZP from the complete url to index it has worked but obviously I now have layout issues. I presume that I can now just tackle those with a combination of edits to ZP and my website style sheets?
EDIT...as soon as I click on a link inside zen it then takes me to the page of full install directory to display it (I should have guessed that), so it is only calling the index and then going to the images folder. I guess to get this to work It would require all paths changing so that everything outputs to my "gallery page" rather than to the "ZP pages".
Maybe the best solution is to edit the layout and of ZEN and make it appear like my website.