ORIGINAL: MILLERTIME10

Right click on the picture and choose "Save picture as..." Then save the picture in whichever folder you want. Once you have done that, go to your profile page, go down to where it says My avatar on the left hand side of the screen. It will have a link that says "upload my picture (will replace the existing one)". Click on that link. A small window will come up with a box and a "Browse" button. Click on the browse button to find the file that you have just downloaded to your computer. Once you have found the file, double click it. This should put the name of the file inside the empty box. Once this is done, click upload. It should say download successful. Last thing, after you are finished don't forget to hit the "Apply" button at the bottom of the page. After that, it should show up.

Hope I didn't confuse you more than I helped.