I want to have it so that when I take a picture it automatically syncs to a private folder in picasa, is there a native way to do this? or maybe a third party way?
I believe this is now possible if you sign up to Google+.
Install the Google+ app. Open it. Then under Menu->Settings there is an Instant Upload option with the following description: "Automatically upload new photos & videos to a private web albumn."
There are also a bunch of settings to control it under Instant Upload Settings.
When you activate this and take some photos, they come up under an Instant Upload album in Picasa.
I don't think you can sync automatically on the Galaxy S at present but I understand it is supported in Froyo which is apparently coming to the Galaxy S soon. In the meantime there is an app or two that does this.
PicPush has a free 30 day trial, then costs $4.99. QRCode for the Android Market below
Docs Pics apparently does a load of things including syncing files to Picasa. It is free.
I've not used either app yet. I'll update if I get a chance to try them.