Assuming you are running iOS5, the following should help:
The 'Camera Roll' is essentially the default album or folder into which images are first placed when you take them. You can subsequently create new Albums to organise your images. However, when you place an image in one of your own Albums all you are really doing is placing a link to the original in your Camera Roll i.e. it's not really a physical organisation, but a virtual one...the original image stays in your Camera Roll as you will see (hope that makes sense!!)
To delete multiple images from your Camera Roll, first click the little arrow icon on the top right to enter 'Select' mode. Then select the images you wish to delete by tapping each one...a little tick icon should be placed on the image. Finally you can then tap the Delete button to remove them after confirming that's what you want to do.