You can only sync albums from itunes to your phone, notice that unlike the camera roll album, you will not be able to modify or edit whatever album you sync to your phone from itunes, ex: you will not be able to add pic to the album, remove pic from the album, etc... You will only be able to share it. Yet there is an app in cydia which allow you to add and manage albums and shot pictures directly to a specific album in your phone, that app is called photoAlbums+
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