That's probably because you are removing the original folders from your sync settings in iTunes.
iTunes does not simply copy photos over. It attempts to keep those folders synced. If you uncheck those folders in iTunes' Photo sync settings, or delete the folder from the computer, then iTunes will remove it the next time you sync.
To add new albums create or move your folders/albums to one master folder and select that in iTunes. It will sync each folder in the master folder as an album (one level deep only).
From that point on you can add new folders or edit the contents of existing folders on the computer, and the next time you sync the changes will be made on the iPad.
Be aware, removing folders or photos on the computer and syncing again is the only way to delete photos that you sync through iTunes.
iOS and iPod: Syncing photos using iTunes
I recommend creating a master folder and subfolder/albums, then making copies of the pictures you want in those folders. This lets you arrange, rearrange, and delete stuff without risking the loss of the original photos.
Or, if you have a Mac, use iPhotos or Aperture, create albums there and sync them instead.