I think the point of confusion from the poster may be on their end rather than Facebook's -- on the Mac, for example, most of us use iPhoto to organize pics, whereas on Windows all the photos are just loose in the "My Pictures" folder.
If this is the case with the poster, then the way to do this to your satisfaction might be creating an "album" in iPhoto, selecting pictures to add to it from across your collection, then selecting all the photos in that "album" and uploading them to Facebook using the built-in uploader (under the Sharing control at the bottom). Facebook will ask what album (on Facebook) you'd like to add them to, and you can just elect to create a new album (on Facebook) that uses the same name as the iPhoto album you've already created. Or add the photos to an existing Facebook album.