You would have to create a plugin to do this. You can probably start with http://www.zenphoto.org/news/filter-new_objects and make the appropriate changes to add a password when the album is discovered by Zenphoto if it came from the Samba server. But of course, you will have to figure out how to determine that.
Of course Zenphoto is not at all involved when the albums are uploaded by an external agent, so it will have no knowledge of their source. It probably would be easiest to password protect all new albums then manually free up any you wish to be public.