Here is a workaround:
1. Camera Roll
1.1 tap on the share button (top right corner)
1.2 tap on the images you want move to a different photo folder (max 5 images possible)
1.3 tap on the share button (bottom left corner)
1.4 chose Email and send the 5 images to yourself
2. PC
2.1 open your inbox and download the 5 images
2.2 copy and paste the images from your Download folder to a new folder created in your Images folder
3. iTunes
3.1 open iTunes and connect your iPhone
3.2. open in the top menu Photos
3.3 make sure that Sync Photos is checkmarked as well as All Folders or
3.3 if you sync only selected folders make sure that your new created folder (above 2.2) is checkmarked
4. Sync
4.1 sync your iPhone
5. Camera Roll
5.1 open Camera Roll on your iPhone
5.2 tap on the share button (top right corner)
5.3 tap on the 5 images you downloaded earlier
5.4 tap on the Delete button (bottom right corner)
5.5 confirm delete
Repeat those steps for the next 5 images, and so on...
6. Cleaning up PC
6.1 delete the emails you sent to yourself
6.2 delete the images in your Download folder
If you don't want a huge amount of images in your Camera Roll It is recommended to proceed as described everytime when you shoot new pictures since you only may 5 images download, meaning, if you wait until you have 1,000 images in your Camera Roll you have to repeat the whole thing 200 times!