Hi Dan. Easiest way I'm finding to set up albums is to have one picture of your own in there somewhere already. When you go to the Gallery and click 'My Stuff' on the light blue taskbar, is there a 'My Images' menu item? That will only be there if you have one pic somewhere in the photo gallery already.
Click 'My Images.' Then, just below the light blue gallery taskbar, do you see a 'Sub-Categories' box followed by a 'Images in Category' box below it?
I can set albums at the top right of my 'Sub-Categories' box -- in the upper right corner of the sub-category frame there is a selection for setting 'Add Category.' These would be the topic albums you probably are referring to. [ON EDIT: I hope these instructions are applicable to registered members. Somebody please correct me if my moderator view isn't on the regular member screens.
View overlander64's gallery to see someone who has done this a lot - - Photo Gallery
And jcanavera's - - Photo Gallery