You can design your theme for Zenphoto as you like and your abilities allow. If you don't want to use thumbnails as a preview before the sized image (which makes sense for several reasons), you can do that. But it is not an option so you will have to do some work to achieve that. See the theming tutorial for the basics on theming.
If you don't want to redesign Zenphoto, here are two quick ways to circumvent your problem:
I think his question was more of the kind "Do I need the thumbnail page at all" as he probably would like to go to the sized images directly. For that he will have to either use a theme that does that or modify an existing one. This cannot be achieved by switching an option (it does also not require to "redesign Zenphoto", just a theme for it..;-)).
What you suggested is for album thumbs which is something different. (thumbnails of images != album thumbs).
Ah! Thanks... This is all way over my head and will pass it on to my webmaster/friend.
I like the thumbnails but would like them to be a "small" full image. I think those words explain it better. Of course I have cropped them to my liking and they still look alright.
Thanks and be well... Ara & Spirit