Unless you do what Koodo said (create a folder before uploading one image), it'll be uploaded to your profile page and you can't get it out of there.
If you can, please tell me how, because I don't know.
1. Go to the gallery/folder with pictures you want to move and press the "select items"-button
2. Select the items you want to move (or delete) and press the "Actions"-button
3. Select the gallery you want to move them to (or give the name of the new gallery) and press ok/create
(click step for picture)
Terrible difficult I agree. No wonder no one seem to know about it.
EDIT:
Oh and "pro-tip". Don't upload from your profile-page (http://USERNAME.minus.com/), upload from your "my uploads" page. (http://USERNAME.minus.com/uploads/all) It will then automatically make a folder/gallery for the files you upload.
Yes the interface is a bit shit, but it's honestly one of the best image hosts I've used till now.