Why don’t my wall photo’s show up in my album on facebook?

[Whitty]

I have all kinds of pics ppl post of me that I'd really like to have, but they don’t get saved except for on my timeline. I’ve seen how some peoples facebook's do that differently ie saving them into a folder. Can I change the settings or something? Thanks.
2 million points!

[Jeanne]

Click on the picture you wish to move from your wall. Select "Edit This Photo."

Click the "Move to" drop-down box under the picture thumbnail on the right side of the screen. Select the album you wish to move the picture to and click "Save Changes."

Navigate back to your wall. Mouse over the picture. Click the "X" to the right of the post to remove the picture from your wall. The picture will remain in your new album, but it will not remain on your wall.