If the Finder is in a loop, that wouldn't work, I guess. But! You can open the Terminal, maybe, and do this (hit the "return" or "enter" key after every line, don't type the -> and the stuff in parantheses):
-> cd Desktop (brings you to the Desktop folder)
-> mkdir the_pictures
-> mv DSC* the_pictures (assuming all pictures' names start with DSC, if it's something else, use that...)
Then hit Cmd-Opt-Shift-Esc to bring up the little window which lets you restart the Finder and, well, restart the Finder. That should do the trick – and all your photos should be inside that new folder called "the_pictures" now.