Verify you are meeting the minimum requirements: DNN 5 or higher; .NET 4.0, running in full trust.
If it's not one of those (and I don't think it will be), the only thing I can think of is to start with a fresh DNN install against a new database and try GSP on that. If it works (and it should), then start comparing the two installations to see what is different.
That's a fair amount of work, and I hate suggesting it, but I can't think of anything better...
Roger Martin
Creator and Lead Developer of Gallery Server Pro