Yes an no, photons come in distinct energy groups, you can't just have any energy value for a photon, the groups are the only valid energy levels.
Thats the way I understand it, not shure how accurate that statement is
As for light being absorbed, I think of it this way:
A photon is a concept to represent light as energy in a particle form, when its absorbed the energy of it and the thing it joins with unify becomming one. There never was a problem because the photon is simply a concept in this case to represent the energy trasfered, make sence to anyone?
Cheers,
Ryan Jones