Cannot add a photo to an album in Camera Roll
Asked and answered. The iOS 5 Photo app allows you add photos from the camera roll to the albums you create on the device, but not to albums created on the Mac using iPhoto or Aperture.

When those photos are downloaded to the computer (manually or by Photostream) you can remove them from the device, which removes them from the device-created album, and add them to the appropriate album in iPhoto. They'll be added to the iPhoto album on the device the next time the device is synced with iTunes.