You don't use iTunes, to download photos to your computer, you use the photo editing software that is on you computer.
You then divide the photos into folders of your choice and use iTunes to select those folders and sync them back to your phone.
1) Connect your phone to your PC. IF iTunes opens, close it!
2) If you have photos in the camera roll on your phone, your PC should recognize your phone as a camera and give you a popup with the option to open your photo editor. If you don't get the popup, open your photo editor manually.
3) Click on the "camera" tab in your photo editor and select get photos, this should give you another window that will allow you to select all photos, or just the ones that you want.
4) After the photos have downloaded to your computer, you can separate them into folders, witch can then be selected in iTunes and later synced back to your phone.
Check your PC, to make sure that the photos downloaded, before deleting from your phone.