yes, you can make an album in your gallery and then you have to go to each individual upload that you want to move, click edit and then move it to your album. The albums are at the bottom of the list - just scroll....
Also, just be aware that once they are in your album, that's the only place they will be seen... someone would have to either search or come directly into your gallery... whereas if you have it uploaded to a different one - say "Loads of Love" - it will be in Loads of Love *and* your individual member gallery.
Does that make sense?