Keep asking the user [after performing an action] until they wish to stop
Since you have a task you want to repeat at least once, the do-while is the most suitable. How about the following:

private void Main_Shown(object sender, EventArgs e)
{
    /* Let them select photos to be included in the portfolio
     * and move them to the permanent Photo Collection folder,
     * and display them on the form.
     */

    using (FolderBrowserDialog folderPicker = new FolderBrowserDialog())
    {
        folderPicker.Description = "Please browse to, and select the folder containing the files you'd like to add.";

        do
        {               
            if (folderPicker.ShowDialog(this) == System.Windows.Forms.DialogResult.OK)
            {
                // Add files to list for processing later.
            }
            else
            {
                break;
            }

        } while (MessageBox.Show("Do you want to select more photos from another location?", "Confirmation", MessageBoxButtons.YesNo) == System.Windows.Forms.DialogResult.Yes)
    }
}