I believe you have to uncheck the albums or events in iTunes that you do not want to sync. I don't know of a way to delete synced photos directly from the iPhone.
I'll try that - working off a PC with XP so, no iPhoto.
EDIT:
OK - I went into my PC drive and created an empty folder under the iPhone Photos Folder. Selected the Blank Folder as the source and it went right into delete mode upon the next sync! They're gone from the phone but still on the PC if I need them!