It looks as though you have to request a new sub-folder. I found this in the FAQ section:
If this was your first time adding an image to the PYO gallery, there will now be a PYO gallery named after your username. The next time you upload a PYO photo, you should be able to find your name in the “Image Galleries” drop down list, described in step 3. If you encounter any problems, or would like to create a subfolder in your gallery, please contact us.