To the OP
1.) copy all the photos you want on your phone to "My pictures" folder, say you have 3 events folder TRIP, FOOTBALL, MY FAMILY. Each one of those folders are having 100 or 1000 of pictures, just copy the folders to My Pircures Folder in your computer.
2.) Open up iTunes and let iTunes finish loading completely, now drag each one of those folders to the left side of iTunes (the part where you will see apps, iTunes store, songs, blablabla...) you can alternatively go to file and then select "add a folder", navigate to your "My pictures" folder and add those folders you want. I personally just drag and drop in the left side in iTunes and that's it.
3.) Connect your iPhone to your computer and after iTunes read it, you will find it in the left side in iTunes, highlight it and you will see the tabs, "summary, musics, videos... Photos" select the "photos" tab check the syncing box for photos, you will have a option to sync all photos or to sync selected folders. The pictures folders which you have just drag and drop should be seeing the available list of folders which you can check and sync to your iPhone. Check them 3 and down right click SYNC or APPLY.
And voila, after the syncing will finish, you will have 3 new folders in your photo album, plus the camera roll folder all folders you will see there should be 4.
