Those have nothing to do with your install that is for installs where your not using the vb header footer. for non vb installs that is where you enter a server path to header or footer files you want to load as a header or footer for the gallery. I beleive that is exactly what those settings say there.
remember your site already has a header and footer it uses your vb header and footer.
Message - Everything Aquatic Photo Gallery
Your vb header footer show fine around your photopost
The only issue you have is what I have repeatedly have said and involve your xml plugin
I stated you can send us an admin login to check out your plugin through our contact us link.