Well you get easy to set up Software that you upload to your Host on the Server through something like Frontpage or FTP. You run a script that installs it, and then you can put on Images.
Software is generally very cheap. There is an ASPX one, called Community Server Gallery
which is free for non-commercial use, but you'll need Windows Hosting, this one, built for use with PhpBB, called Coppermine Gallery
which will run on any Host you can get, and one from vBulletin Advanced, which will run on any Host and is called of course, vBAdvanced Gallery
. You get a good choice recently. They are all quite easy to install too, and free - except vBulletin Gallery which costs, and you will need vBulletin itself, which also costs, although some would say this is the best of the lot.
Myself and Root are making a Gallery System too, but that will also be dependent on the Forum Software too... although I don't know. Depends how it goes.
How they are set up is really quite simple, as I said you run a script, fill in some Database details, Username, Database Name, Password; your Host will be able to give you these. Fill in your Username and Password, then just set it up in the Admin Panel. Hosting for something like those is very cheap too, you wouldn't want more than a Gig, maybe less, for such a site, and hardly a Gig of Bandwidth either. I know a good host, Xtonet
who are very cheap, I know the owner, he will give you all the support you would need for that.