Well, I use the mac variant ffmegX as a standalone applications on my computer and never used these commands. How you install ffmeg on your server directly and if you even can do that on your webspace you have to ask your provider. This has nothing to do with Zenphoto itself. You do never install anything in the "uploaded" folder. That is only meant for files that are not gallery items and uploaded via the "manage files" buttons on Zenpage admin pages for pages and articles.
Videos and their thumbs need to be within a folder within the root albums folder like images do.
Additionally, you should not enable two flash video player plugins at the time, either flowplayer3 or flvplayer.