Since you have a Mac, I'm going to assume that you have your photos in iPhoto. If you don't have them sorted/arranged in albums, I suggest you do that before you proceed. If you have them in albums and sorted like you want, then open iTunes...
1) Connect your device to Itunes
2) Select your device in the left pane
3) Select the photos tab
4) Place a check mark next to "Sync Photos From"…Choose iPhoto
5) Tick/select Selected albums, events…..And events if you want them
6) Place a checkmark next to the albums that you want on your phone
Sync your phone BTW, this is all explained in iTunes by selecting HELP.