Put your mouse over the icon you want to use, and right-click the mouse, choosing "Save picture as." Save the icon to your hard drive, and pay attention to the name of the file and the directory where you are saving the file.

To use the buddy icon, open AIM and click on People, Choose Buddy Icon. On the left menu, select "My Buddy Icon" and then click on "Browse PC." Then browse your hard drive and select the buddy icon that you downloaded from my site. Click "ok" and you should see the buddy icon that you selected.