@cynthiamuir-
In your .htaccess file (should be included with the zenphoto distributon you downloaded - although it may be considered a "hidden" file), look for these lines:
`# htaccess file for zenphoto
# NOTE: Change the RewriteBase below to the absolute path to your zenphoto directory.
<IfModule mod_rewrite.c>
RewriteEngine On
# !!! Change this to the web path (eg: http://www.example.com/photos --> /photos) !!!
RewriteBase /zenphoto`
The last two lines in this file is what you are looking for. You need to change this to your root path for zenphoto. Now generally, by default, most people install into /zenphoto from their webserver. This can be anything you want, as long as it's consistent, so other examples could be: /zp, /gallery
I would suggest for starters using the /zenphoto default, and later on you can get fancier if you want after you get the hang of it....
One big note is that if you aren't using mod_rewrite for pretty URLs (see zp_config file for this code

`// If you have Apache mod_rewrite, put true here, and you'll get nice cruft-free URLs.
// MAKE SURE TO EDIT THE .htaccess FILE with your path information.
$conf['mod_rewrite'] = false;`
make sure as a good rule of thumb that you configure it anyway and upload it.
Let us know if you have additional questions, and we'll be glad to help.