Pictures iPhone

These photos are removed from your iPhone in the same way the photos were transferred to your iPhone - via the iTunes sync process. Deselect the folder or folders that contain the photos you want to remove from your iPhone under the Photos tab for your iPhone sync preferences with iTunes followed by a sync. To remove some photos only from a selected folder of photos, move the photos out of the selected folder on your computer followed by a sync.
 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

but where do i deselect the folder? There is no such folders. I am puzzled.

At the same place where you selected the folder or folders of photos to be transferred to your iPhone to begin with and as already provided - under the Photos tab for your iPhone sync preferences with iTunes.
 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

It has been long time ago since i downloaded those pictures, and i cant find the folder under the photo tab. Hmmm

What is selected under the Photos tab for your iPhone sync preferences with iTunes?
Sync photos with..........
Is a single folder selected there?
Should be at least one folder of photos selected there or there wouldnt be any photos on your iPhone transferred from your computer.
To remove all, deselect Sync Photos followed by a sync.
To remove some photos from the selected folder of photos on your computers hard drive, remove the photos from the selected folder of photos on your computers hard drive followed by a sync.
 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