Right, it is not intuitive. That is because you don't delete them from your iPhone. You have to tell iTunes to stop syncing them. This is NOT the same as deleting them from your computer, you don't have to touch the photos in iPhoto.
So again, plug your phone into iTunes. Click on it when it shows up in the side bar. When you look at you phone in iTunes you should see a whole bunch of tabs at the top for the different things you can sync, (Music, Info, Movies, TV) one of those tabs it photos. In this tab you can tell iTunes which photos to sync and which ones not to. Telling iTunes not to sync a photo will remove it from you phone but will not touch your iPhoto library.