http://perfunction.com/designs/gallery/index.php
http://perfunction.com/designs/gallery/Gallery.zip
All you need to do is drop index.php and gallery.inf into a directory containing pictures. All non pictures and thumbnails are ignored.
The script will automatically reduce the images to thumbnail size for the page (if needed). If you want to cut down the load time you can upload filename.ext.tn where filename.ext is the same as the full version you have thumbnailed.
The inf file can be modified so that the first line contains the gallery name and the following lines contain picture comments. If you want to change the style just toss a style.css into the directory with your tweaks.
Want any more features? Any bugs? Let me know.
edit: doh, forgot to upload my inf after testing something.