To create photo albums, you need to be a Gender Society Full Member or Lifetime Member. You can easily upgrade your membership by going to the upgrade center at http://gendersociety.com/pages/upgrade and it won't break the bank because Full Annual membership costs just $1 a week.
Once you are a Full Member, simply go to the Full Member's Features drop-down menu and choose Full Member's Photo Albums.
Next click on the Add New Photos button and in the ensuing form, choose the option to 'Create A New Album'. The rest should be pretty self-explanatory. If not, let one of the mods know and they'll try to help.