As far as organizing (initially) I would suggest moving all files to your PC and organizing it there, creating folders as needed then once you're set move it back to the phone then see if you can set your slideshows up. Once your initial organizing is done it will be easier probably to move pictures into the appropriate folders as you download/take new pics.
You could also take a peek at Resco Photo Viewer. They have a new beta (up to version 5 now) that looks promising. I had the earlier beta versions on my Omnia and liked it. Check out their forums here:
http://www.resco.net/forums/ShowPost.aspx?PostID=27422