Use Astro as Black pointed out. It'll give you file explorer access (much like Windows) to your SD card (all the folders/directories on it). From there you can copy your pictures from 'download' to your gallery, or any folder you desire for that matter.
Call me stupid, but I still cant figure out how to paste the new copy in a new folder or into the gallery, Also, when I create the new copy, it's still in the download folder, so wouldnt the copy I placed in the foldr/gallery still get deleted when I delete the copy out of the download folder? Maybe some simple step by step instructions would help. Thanks in advance for helping out an idiot!