How to delete pictures off of my iPhone 4?

For some reason when I sync my phone to my PC all the pictures on my laptop go
to my phone and it has created albums that I
can't delete through my phone. I've tried a few things on my laptop as well but they didn't work. The only reason I want these albums off is because they take up a lot of space and I can barely take anymore pictures let alone download apps.

1. Go to the photos tab(the one where you can choose to sync)

2. Select sync

3. Click the drop down for folders and click Choose folder…

4. When the box comes up to select a folder, create a new folder. Select the new folder.

5. Sync