if you go to the Albums and your Album is suddenly missing well its not.
I've created general Albums (Root Albums). Now when you see a catagory
of what your pictures will fit under you click on the Root Album and
then click on "Add an Album" under that root album and then add your
pictures to the Album (sub-album) you are creating under that Main Root
Album. Have a look as I hope it will kind of be self explanatory.

thanks,

joseph