First of all, locate in the top right hand corner next to Gallery, your link to your profile, click on your name and go to USER CONTROL PANEL:
In your USER CONTROL PANEL, go to the end of the TABS and click on the TAB called GALLERY. At the bottom you will see the option to create a subalbum. Should be fairly straightforward from there. After you have created a sub album, you will find it in your gallery so you can upload an image to that subalbum.
Any issues, give me a shout.
