it's fairly simple : after saving any pics tu want from buscar engines,go to your profile/wall/photos and click on photos,then subir the imágenes and if tu want the image to be your icon,check the box and that image will become your icon.
tu have options like Profile, Wall, Photos, Clubs, favoritos and fans on your profile. If tu go to "Photos", you'll see "upload new photo" on the right side. Click on it. Then you'll see "upload image" where tu have to choose file. tu can subir any foto tu have saved on your computer. tu can add image caption if tu want. Click on "submit image" and it's done.
