What I do is this: on my computer I create a folder with a name like "for iPhone"', and copy or drag any photos that I want on the phone into that folder. So you could do it with just one photo. Then when I go to sync photos when the phone is connected, when on the "sync photos" tab of iTunes, I browse for that folder tick to sync just that selected folder.
I hope you can follow. It's quite easy when you know how!