I activated image_effects on the default theme. However any effect I choose spits out the following error in a pink box:

Error on "effect name say reflex" effect.

You have not mentioned the version of Zenphoto and the error message you describe does not exist, at least in that form, so we really cannot say what the problem is.

What you should be seeing is something like

Error on [i]reflex[/i] effect.

Presuming the error was on loading the reflex effect.

Yes that is the error. I sorted it out. There is mixed information regarding effects placement.