Tom, after creating the gallary, you have to go to your profile. Do not click on edit, but click on the file number. Now you will see under "Stock Photo Information" or "Stock Illustration Information" (dependent on the type of image) a heading "Galleries". Just click on the word "add" and select the gallery the image belongs to.
Just remember, you have to include at least an image of 2 other contributors before you gallery can be public. The images appear in the gallery in the order you add them, so perhaps keep those 2 for last

PS Also, do not create a gallery and wait to long before making it public. The gallery start aging from the date of creation, thus it will be listed much lower in order, as the galleries are listed according creation date.