I had the same issue. This worked for me:
1) Open the folder that contains all the folders of pictures you want sync'd.
2) Delete the folder named "iPod Photo Cache"
3) Open one of your folders of pictures. Click the icon to show by icons. View -> Show View options and choose sort by Name (to sort by file name) or pick your favorite way to sort. Repeat this for each folder of pictures.
4) Resync to your device. This will take a while as it deletes all the existing photos and reloads.
I only tested this for "Sort by Name" but I suspect it works for the other options.
Next time you add a folder of pics, be sure to do step 3) before you sync.