Help - Trying to keep iPhone photo albums when connecting to a Mac!

Hi

I wonder if anyone can help me? I have made several photo albums on my iphone but when I connect to my macbook and iphoto they seem to disappear entirely. The photos I've taken appear but not the albums??? Is it possible to retrieve the photo albums??

Any help you can provide v much appreciated!!
Bex

PS I find this v irritating as Im trying to keep my photos in monthly albums