Well there are a bunch of them out there... in fact there's one here, if you click the "Albums" link above you can create your own album and upload photos, etc. Here's a link to the manage/create an album page.

If your're going to be installing a script you will want to steer away from the php/mysql stuff, as you're on a windows server, and find something that works with the .net framework.

HotScripts.com is always a good place to begin your search but there are many other script repositories if you can't find anything there.

You might look as well at the program with which you're writing your code. If you're using dreamweaver there are a couple of really cool extensions that will make adding such a gallery much easier.

I apologize for not having any specific recommendations but I generally write most of my stuff myself so I haven't used one.

Let me know how you do, if you need some help with the coding and thanks for taking the time to post.