In iTunes select your phone on the left column and then go thru each tab at the top and select what you want Sync. On the 1st page you can say if you want it to Sync on Connection or just Manually start the Sync. If working you will see it at the Top Center of the screen as it is Syncing each part.
but what i did was make a folder in finder called iPhone Pics, then made folders in that folder with pics and just synced that folder instead of iPhoto. that way they have separate albums too