I am building a portfolio based on Zenphoto, using Zenpage. The portfolio has only one album and I'd like index.php to redirect to album.php rather than gallery.php. However, when I make this change to index.php, the page breaks.

How do I do this?

So what do you want to show for that album? The normal thumbnail list? You can't link to album.php itself as it needs to know what album to actually display. The link to an album is like this if Zenphoto installed in the folder "zenphoto":
with modrewrite:www.domain.com/zenphoto/
without modrewrite:www.domain.com/zenphoto/index.php?album=

Alternatively you may try to setup the global album object $_zp_current_album before calling album.php.

Where do I direct to the album? In index.php, album.php, or .htaccess?

On the themes index.php of course as you want it to show by default (if I understood it correctly).