How to create an album

If you go into Windows Media Player, you have to change the Library option from Music to Photos and THEN go into the Sync tab - should now display photos instead of music.

Alternatively, you can double-click My Computer, double-click the icon of the Sansa, and find the images or picture folder - you may have to change your usb mode to msc in order to view this folder (don't forget to change it back later, or not all of your files will show up when you want them to). ONLY delete image files - if you delete system files, your mp3 player will become unusable.

Or, you can follow the method reccomended by your manual - the full user's manual is available from Sanidsk's website:
Delete Photos and Video
The photos are stored in 2 locations on your Sansa…My Album and
Thumbnails. The instructions below for deleting photos and video from your
player were created using Windows XP with Windows Media Player 11.
To delete photos from your Sansa, please execute the following steps:
1) Connect your Sansa e200 to your computer
2) Select Open device to view files using Windows Explorer on initial
connection
3) Click the drive containing your photos
4) Click on the photo folder.
5) Highlight and delete the photos stored in My Computer\Sansa
e200\...\Photo\My Album and My Computer\Sansa
e200\...\Photo\thumbnail\My Album.

This will help.Good Luck.

Create an online photo albumBecause Windows Live Photos makes it so easy to upload, edit, store, and share photos, one of the first tasks most of us do is create a photo album of our favorite images. Some people create photo blogs that are more about images than text and upload photos from all over—posting the latest images from cell phones, personal digital assistants (PDAs), webcams, and scanners and showing the world what's happening in their lives.
What makes a good photo album? The answer is, just about anything—any topic, person, place, or event that you want to share. You might create a photo album to show the 10 finest photos from your best friend's wedding shower. Or you might create a photo album about the weekend you took your son to camp. Or you might simply have one photo album for each of your best friends, or your pets. Whatever the topic of the album, the idea is to group photos in such a way that the folks viewing them will understand how they're connected. You might even simply do a "day-in-the-life" photo album that shows images you captured throughout a single day.
If you don't have your own Windows Live account, go to http://windowslive.com and sign up today! It's free, it's easy, and it’s one convenient place online to share photos, files, e-mail, and see what’s new with your social network.
You can stitch photos together, remove red-eye, crop, and tag photos on your PC with Windows Live Photo Gallery, then upload your albums to your Windows Live Photos page to share online with others. You can also add your favorite photos on your profile so your “What’s New” feed updates to keep friends and family up to date on your latest adventures.
When you're ready to create a photo album, follow these steps:

1. Go to http://photos.live.com.
   
2. Click Create an album.
   
3. In the Name box, type the name of your album.
   
4. In the Share box, set permissions for those you would like to see your album. You can make your albums public so everyone can see them, share them just with the friends in your Windows Live network, select specific people, or keep them just for yourself.
   
5. Click Next.
   
6. There are several ways to create your photo album.
   Click Select Photos from My Computer to browse for a picture anywhere on your computer.
   -Or-
   Click Add from an Existing Album to add photos from an album you've already created and uploaded.
   -Or-
   Drag a picture from anyplace on your computer into the Drop photos here box. As soon as you add a photo, the name of the box disappears. To add another photo, drag it to the Drop More Photos here and upload when you're done box. The photo will move to the Drop photos here box
   When you've added your pictures, select the photos you want to Upload, and that's it! Your album is ready to share.
   You and those you've given permissions can choose to view your album as a slideshow or thumbnails.
   Show your pictures in a thumbnail view.
   Display your album as a slideshow.
   When you’re done, you can use the Options menu in the upper right to add themes, publish your album in an e-mail, and more.
   That's it! Now you can invite everyone you know to come see all your favorite photos. Have fun!