Sorry to dig up an old thread, but I'm having the same problem.
Zip-file downloads fine, but all are corrupt.
And yes, Zlib is enabled on my server.
[Edit GauGau] Replaced hotlinked image with attachment [/Edit]
Post a link to your gallery.
http://gallery.jocke.no/
It could be worht mentioning that http://gallery.jocke.no/ has a "cloaked" forward to http://jocke.no/gallery/.
However, zip-files downloaded from http://jocke.no/gallery/ is also corrupt.
You server is sending all the pages compressed. That is causing the zip file to get corrupted. Disable that.