If this feature is already here then I apologize.

I notice that it is possible to "get around" the protected view if they know exactly where to look, meaning they remove the .php part and add /albums/ to the right spot. I know this can be accomplished using .htaccess, but I'm just throwing this out there.

You can change the album folder by editing the zp-config.php file. There are two options. The first and simplest is to rename the folder. Change the line that reads
`$conf['album_folder'] = '/albums/';`

The second is more complicated and more likely to get you in trouble. That is making the folder reside outside the zenphoto installation. To do this change the line that reads
`$conf['external_album_folder'] = NULL;`

This latter needs to be the fully qualified path to the folder. Also, if the folder is not accessable to your web server you will have problems.