You can have only one main folder for all your iPad photos via iTunes. I forget what's it's called, but there's the main photo folder and then you can add subfolders. Whichever photos you want to keep, you must keep in the main folder or one of the subfolders. If you remove a photo, the next time you synch, it will be erased from your iPad.
That's been my experience with the native photo app and iTunes.
Someone who uses other photo apps might have a different experience.