Albums in photo gallery

As I'm advancing my website, I want to add more pictures to my gallery, but I would like categories within the gallery, not just a bunch of them all on the page. So how would I go about having albums within the same photo gallery that people can click on to go into the gallery? If you don't know what I mean, here's an example of someone's site which has that: AndyColwell's Photos | SmugMug. Now I know that was on Smugmug, but something like that in terms of categories leading into each specific album.