Can't delete photos

IOS5: Photo/edit button( Right arrow at top right)/select photo by tap/Delete

error: if I have selected a few then it will say "Can only delete photos directly transferred to ipad (or some such); if I select only one and it was transferred the Delete button is greyed out.

Connect iPad to Mac and run Image Capture. iPad photos can be deleted using this software.

Oh oh my 2000+ transferred photos don't show up. So can't delete.