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I just installed zenphoto via the oneclick install, and only have one question. Where the heck did it install it / where the heck are my albums stored?
I don't know. I suspect the "easy" once-click installer probably put it in the same place it puts the files for the "easy" WordPRess once-click install - "somewhere deep in the bowels of DreamHost". I don't know where your pictures are either.
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I really wanted to ftp my albums, but I can't seem to track down where the zenphoto album folder is, in fact, I'm pretty sure it isn't accessible via ftp / ssh.
I think you are right about that.
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Doing an initial drop of many albums via http could take weeks ( slow dsl + a few photos at a time = excruciating), oh please tell me that I am just blind and I can ftp them in ( ftp + overnight = painless).
I'm thinking that what you are going to have to use, at least for now, if you use that "easy" one-click install method. In the DreamHost Newletter where the new "easy" zenphoto install was announced, Josh says:
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"Right now, the only way to upload pictures to it is via a web-based uploader, but we're planning on adding an XP picture publisher plugin and probably some sort of email attachment gateway as well."
Of course, you *can* just install zenphoto yourself and put your files anyplace you want! 
--rlparker