To add photos to the nano, it is easiest to create a folder on your computer named "iPod photos", or something like that and
copy all the photos that you want to see on your nano into this folder from your main photo folder.
Then open iTunes and connect the iPod, go to preferences in the edit menu, go to photos, then check the box "sync photos from folder" or simlar wording. Choose the folder that you created earlier to sync photos from, instead of the default folder already highlighted.
To remove photos from the iPod, simply remove them from the new folder and update the Nano.
The folder i suggested above removes the need to constantly move/delete whole bunches of photos from you larger picture folders just to get selected ones onto the nano 🙂