1. Right-click (or Control-Click) on the icon above and pick 'Save Picture As ...' and save the picture.
2. Open your Instant Messenger application.
3. Select the Buddy Icon chooser.
4. Choose "Browse PC" or "Change My Picture..." to go to the location of the image file you saved in Step 1 and select the image you want to use for your buddy icon.
5. Click OK