Well the system requirements say "Web Server + PHP + MySQL + IM/GD". Not exactly "plug and play". So if you have Pro Hosting, that will support "Web Server + PHP + MySQL". However, unless the server already has ImageMagic and the GD Graphics library, "IM/GD", your out of luck. Both of these require the use of Perl scripts, and I don't believe Bravenet allows that. The Coppermine Photo home page has a link to a support forum. They may be able to steer you to a host that supports all the needs of the gallery code.
Coppermine requires PHP AND MySQL, which I don't think Bravenet provides unless you're paying. Try going to a place that supported Php and MySQL and if you do I can give you some directions :).