Yeah, um, I'm having the same problem. I uploaded photos that are both in portrait and landscape. Zenphoto is rotating the portrait photos to appear to be landscapes. I'm not sure what exif data is, but what I do know is PRIOR to uploading, I made sure the portrait-oriented photos were already rotated to a portrait orientation BEFORE I uploaded them to Zenphoto.
Zenphoto is rotating them BACK to landscape and there is nothing I can find that will fix that. Which is extremely disappointing because it means I'll have to scrap the whole program and go with something else. Which I really didn't want to do since I like the simplicity of Zenphoto. But if it's so simplistic that it can't handle mixed portrait and landscape, well, it's not much use to anyone.