Welcome to Android Central! What device do you have? Don't try to create a folder within the Gallery app. You'll need to create the folder using a file manager app (either the stock one, or a 3rd party one like ES File Explorer). Then use the file manager app to move the photos to that folder. If your device has Jellybean or earlier, the Gallery app should automatically detect the new folder in the SD card and add it, along with its photos. If your device has KitKat, it will depend on if the Gallery app has permission to access the SD card, and if so, which folder.