Add albums on Photos iPhone 4

No.
The iPhones Camera Roll is for temporary storage as with any other digital camera. Photos/videos in the Camera Roll can and should be imported by your computer as with any other digital camera as well. I always delete photos/videos from the Camera Roll after the import process is complete which helps to keep the iPhones backup time to a minimum since the Camera Roll is included with the iPhones backup.
You can create albums or folders of photos on your computer transferring selected albums or folders of photos on your computer under the Photos tab for your iPhone to be transferred to your iPhone. All photos transferred from your computer are stored in your iPhones Photo Library with the albums/folders of photos available below. The photos in the albums/folders are not duplicates. Photos in the albums/folders include a pointer to the original photos stored in the Photo Library.
 MacBook Pro 15" Intel Core 2 Duo/2.53GHz/4GB RAM/500GB HD Mac OS X (10.6.6)  iPod w/Video 30GB,  iPhone 4 32GB