Have a look at ACDSee or FinePix's rename feature. You can replace the text starting the filename to something meaningful (e.g same as a chosen folder name) and then sequentially re-number. That way your 'album' can contain a list of folders representing events. If you ever wish to view in order of date shot, Windows can do this by sorting on the file date.
You can either do what you're doing with the cards, or make sure you upload to an empty or temp folder, re-name and move to your album folders. I allways check the renamed/moved files can be read as thumbnails in the viewer before deleting off the card.
Renaming does not change the quality of your original files.