Tried a search but didn't find any questions as basic as mine. I think I basically understand Steps 1 and 2 in the installation instructions. But Step 3 I have no idea about. How does one change permissions on folders? I may be going about this the wrong way--I have the FTP connection to my server set up in Dreamweaver, so I uploaded the Zen Photo folder in Dreamweaver. Now I see no options for changing anything about those folders whether looking in local view or remote view. Do I need to go into my server's control panel? Any help will be greatly appreciated. I'm trying hard to learn how all of this works!

2 ways to do this depending on what your server supports.
From within dreamweaver
select remote view and in the folder list right click on the albums folder and choose "Set Permissions..."
change the number to 777

Otherwise you may have to do to log into your webhost provider control panel and change them from there..

Thanks so much. Now I've done all the steps but get this when I reload the setup page:

Warning: require_once(../../zenphoto-1.0.1b Folder/zen/auth_zp.php) [function.require-once]: failed to open stream: No such file or directory in /home/gwleigh/public_html/zenphoto/zen/setup.php on line 1

Fatal error: require_once() [function.require]: Failed opening required '../../zenphoto-1.0.1b Folder/zen/auth_zp.php' (include_path='.:/usr/lib/php:/usr/local/lib/php') in /home/gwleigh/public_html/zenphoto/zen/setup.php on line 1

If anyone could explain this to me I'd be very grateful.