fuck itunes.
Plug your phone in, go to Windows Explorer. You'll see your phone as a drive. Right click/Open, drag and drop the pics to the folder you want them in. What could be easier?
Alternatively....e-mail them to yourself.
...just notice you asked about doing it the other way. that's even easier. From Itunes select the Photos tab. Check, "sync photos from", click the down arrow, select "choose folder".