For PHP illiterates like me, I will give you the "delightfully simple" solution that I fought with for more than an hour. :-)
I went into the zp-core folder, found the "templates-functions.php" file, opened it up in Dreamweaver — yeah, yeah, I know… but I'm 64, give me a break :-) — searched for "printZenphotoLink" and then changed it to read:
… href=\"http://www.zenphoto.org\" [b]target=\blank[/b] title=\"A simpler web photo album\ …
[b]Note:[/b] the only thing I added was "[i]target=\blank[/i]"
I assume that since I haven't figured out where to "copy the code to your theme", I will have to make the change any time there is a version change.
I would appreciate it if someone would kindly explain the last piece of this puzzle for me.