If there is a php error occurring on the page then you may need to enable php error reporting, you can do that by adding this code to the top of the page:
<?php
error_reporting(E_ALL);
ini_set('display_errors','on');
?>
If you are just experiencing a time out or something like that then you will not see any errors on the page. What is the name of the folder that you installed PowerGallery into? Please post back with what the code looks like to include the gallery on a page in your site, and also the URL code for the gallery.