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Where are you storing the pictures? On an sd card or on the internal storage?
Don't think that's possible by default. Folders can be made within file commander app for general files but in the home screen only apps can be added,as far as I remember.
Boot on safe mode and uninstall AVG then select the pictures that you want to favorite and check again for few hours
http://talk.sonymobile.com/t5/FAQ/How-to-boot-your-phone-into-safe-mode/m-p/348008#U348008