You can't "sync" a MobileMe gallery over the air, but you can visit the gallery on the iPhone, by going to the URL of the gallery. Your galleries are viewable at gallery.me.com/yourusername. From there you can save individual photos to the iPhone, by tapping/holding your finger over a photo and selecting "save".
Alternately, if you've uploaded them to MobileMe, they should exist on your computer, no? Just sync them to the phone using iTunes.