Ok, so since this feature is apparently missing for some odd reason, I have a workaround for all those with the same problem.
Go into iTunes and uncheck everything in your library (Ctrl+A, right-click and uncheck all).
With the albums you want to transfer, select all the songs (Shift+click first song to the last, then right-click select all).
Make a new smart-playlist. Uncheck the feilds for criteria, and leave the "checked tracks" option selected. What this will do is make a playlist that will always have all checked items in it and nothing else. Now go into your iPhone settings and have your iPhone sync with that new playlist we just created. Only your selected tracks will transfer onto it.
Hopefully Apple fixes this issue soon, but for all those in the same frustrating position I hope this helps. If something is unclear let me know and I'll try to clarify.