This is what I do:
Media - Your albums - <click on the album you want to add to>
At this point you can see that particular album and then click on "Add Media".
I have found that when you add media to an album it gets added to the beginning of the album, not the end. So if you want to document an activity or series of events, you need to add the photos in reverse order, so that they are then viewed in the proper order.