Not without hacking it, what you can do is just make an iPhoto album called Wallpapers and access them via the photos app.
Put the JPEGs into iPhoto. Make an album in iPhoto and call it 'Wallpapers.' Add the photos to that album.
Then, in iTunes, look at the 'Photos' tab when syncing your iPhone. You can select that album. Any future photos you add to that album will be copied when you plug your phone in.
Basically, iPhoto albums and iTunes playlists work the exact same way.
What photo app?
You say transfer the album into my iPhone by iTunes?
Thanks.
I created the new album and the photos are there.
But they still are in events. I want them just in albums. I don't want them in events.
Is it possible?
No
iTunes Library = iPhone Events = Where your Media IS
iTunes Playlists = iPhoto Albums = Where you organize your stuff
Erasing the photos from Evens will actually erase the photo entirely.