Why do I have delete option for the photos that I saved to my iPhone from Windows by sync too?

[iMore Question]

How to I have delete option for the photos that I saved to my iphone from Windows by sync too

I've copied lots of photos from my Windows (from a spesific folder) I've do it with iTunes Sync.
Now I see those photos with same Windows folder name on my camera roll but neither I can't see delete option of this folder nor any photos on camera roll.
How can I arrange them?
I want keep some of them and rest.