Open the album. Tap the arrow swooping out of a box in the upper right, that'll open the select dialogue, choose your photos and delete.
Now what iOS do you have? because the ability to delete photos came with 5.1 or 5.1.1 I believe. So if you have the older operating system, then you may not have this functionality
The links below have instructions for deleting photos.
iOS and iPod: Syncing photos using iTunes
iPad Tip: How to Delete Photos from Your iPad in the Photos App
Another Way to Quickly Delete Photos from Your iPad (Mac Only)
How to Delete Photos from iPad
How to: Batch Delete Photos on the iPad
(With iOS 5.1, use 2 fingers)
How to Delete Photos from iCloud’s Photo Stream