In order to transfer Music, Pictures and Videos from your Computer to your Windows Phone 7, you need to use Microsoft’s Zune Software and sync via the supplied USB cable or wirelessly if you have set up wireless sync.
If your All section of the Pictures Hub is a mess, it’s time you organize your pictures into Albums for easy browsing and a tidy look. Zune Software is using your Windows Libraries so the My Pictures library on your Computer will be mirrored to your Windows Phone 7 device. Instead of having all pictures stacked up in the root of the My Pictures folder (and then on your Windows Phone 7), try creating subfolders inside your Computer’s My Pictures folder. Moving relevant pictures to those subfolders will sync to the Windows Phone 7’s Pictures Hub as albums. You can easily create albums (folders) for Holiday, Special Events, anything you really want. No more mess in the Pictures Hub.