How can I put selected pictures from camera roll into seperate album removing them completly from camera roll iPhone 3G

Im gunna be straight up honest here.. I have some rude pictures of my girlfriend on my iphone which I would like to keep for my own personal viewing but obviously dont want family and friends seeing when they are flicking threw my camera album which often happens. I had intended to make a private album put them all in there and put a passcode on the album. With all of apples features I would of thought this would be a standard thing you could do, however when I made the private album the pictures were still in my camera roll and if I try to delete them I am told the pictures will be removed completly from my phone.. This is stupid. What is the point in being able to make albums if the pictures are going to still all be in the camera roll!? Does anybody know of a way I can move pictures from camera roll to a private album?? Any help would be much appreciated.