You should create those image gallery folder dynamically, the name of the folder should be something like this:

 

~/Uploads/Users/Mary/
~/Uploads/Users/John/
~/Uploads/Users/Adam/

When you delete the user, just find that image gallery path and delete it.

 

The following example should help:

http://cutesoft.net/example/implementSecuritypolicy.aspx

 

The source code of this example can be found in the download package.