As far as we have understood you are talking about the users' avatars. Seems you are using a third-party plugin which collects avatars into a photo album and shows these avatar photos on the photo page.

By the default avatar does not consider as photo and should be approved separately. To do so, you need to check the Avatar box in the Premoderation plugin settings, so then when a user change the avatar, the avatar will not show up until the site admin approve it. 

However, the fact is that the Premoderation plugin does not include the avatar moderation in case the avatar was uploaded during the registration process. We believe that the avatar that was uploaded on the registration should be checked within the user profile approval process. So, if you want to moderate a user's avatar, you need to check the Users box in the Premoderation plugin settings. 

If we took you wrong - please provide us with more details on how to reproduce this issue. Also, please check if this works the same way on our demo site: http://demo.oxwall.com/