Probably for your server you should ignore this, but understand that these files might be vulnerable.
But that you get this error at all would indicate your site has severely restricted what applications can do with regard to setting file permissions. (Either that or you are not running current Zenphoto software. I do hope that you checked and are not making that mistake.)
Sometimes hosters get a bit too aggressive with their security and cripple legitimate applications. All totally unnecessary and a bit naive of them.