My transferred photos all ended up lumped together. I can separate them into different folders, but when I go to delete them from "all photos", they also disappear from the folders. How do I create folders for them and save it?
You could drop them into iPhoto and organize them in there. Kinda depends on what you're trying to accomplish having them in separate folders.
If you don't want to go the iPhoto route, in the finder switch to the thumbnail view (command-1), increase the size using the slider (not sure if that's Snow Leopard only though) in the bottom right, and command-click to select multiple photos at the same time.