That screen is meant to be just a list of your apps. As you're using Samsung's built-in TouchWiz interface, one thing you can do is move those apps around, so that they're in an order you like and related apps are on the same page. Just press the Menu button, and press Edit and you should see little (-) signs appear on the apps, now you can drag them around to change their order, or drag them to the left or right edge of the screen to move them to a different screen.
However the better way to do this, is by arranging the apps on your home screen, rather than the apps list.
You can have up to 7 home screens on a Galaxy S, and you can add things like Folders to the Home screens to further organize your apps. Think of the home screen as being a bit like the Windows desktop, you can add/remove/organize shortcuts to apps here and even delete them as much as you like and it won't cause any problems.
To copy an app's icon from the App list to the Home screen, just long-press on it for a second or two and then the view should change from the APP list to the home screen, and you can drop the icon wherever you want. Add folders to the Home screen by long-pressing on an empty bit of the Home screen, then select Folders, New Folder. As long as the folder was open when you left the Home screen, you can drag an icon from the Apps list to there the same way. To move an app around the Home screen, long-press on it, and then drag it to where you want, or drag to the Remove bar at the bottom to delete the icon.
On a Galaxy S with TouchWiz you can add or remove Home screens (up to 7 of them) by going to the Home screen, pressing Menu, sleect Edit and then either press the (+) sign if available to add, or drag a screen to the Remove area at the bottom to remove. If you have Froyo (Android 2.2) you can also do a pinch zoom out on the Home screen to swap between screens, or add/remove screens.