I installed the gallery onto my web server and it is running. But I don't know where to log into? This is probably the dumbest question I've ever asked.

www.yourdomain.com/zenphoto/admin if installed in the folder "zenphoto" and using modrewrite.

http://photos.deathoftheweb.com/

Where would it be?

http://photos.deathoftheweb.com/admin doesn't work.

You either did not upload the htaccess file included in the release, did not run setup or your server does not support modrewrite.

In that case it is www.yourdomain.com/zenphoto/zp-core/admin.php.