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I use always FTP to upload the photo's to a subdirectory of the admin upload directory (/modules/xcgal/albums/userpics/10001). That way I can keep every album with its pictures organised in one subdirectory.
The new files are located by the module and can then be imported as a whole or part into one or more albums.
Before I have used the other upload function (your method) too, but don't remember any problems with it.
But I do recall one, which had extended the function to upload 10 files at a time, but he came in memory problems. So, the parameters of your site and the size of your pictures may impose a limit on the number of simultaneous uploads.