Sure can Cais,
I had my albums in folders on my PC, and I uploaded each folder as they were to the UPLOADS folder with ftp. From there I imported the pics from that folders with the integrated import/export.
I got them as Galleries in the wordpress plugin, and I made new Albums with the same names…and put the Galleries into the Albums.
A little difficult to explain, but that is pretty much how I did.
Here is a screenshot of it: http://prntscr.com/68xg1h
The domain is brueland.net in case you wanna see how it is now. Bilder=Pictures
Tommy