This may not be the right section, but I browsed the FAQ earlier today and didn't see it mentioned.
When bridging a gallery that is in your root, to a phpbb install that is on a subdomain, you must set the cookie domain to ".example.tld"... do not leave it blank, and do not use "forum.example.tld". You also need to leave the proceeding "." as cookies need two periods for all browsers to handle them.
Example site structure:
http://www.example.tld - where your album is
http://forum.example.tld - your forum install
You would also need to do the reverse for a forum installed at http://www.example.tld and a gallery installed at http://gallery.example.tld