Click the icon you would like and it should install the icon on AIM for you.
Manually, right click the icon you would like. Select "Save Picture As....",
and save it to your computer. (Remember where you save it!) Next, in Instant
Messenger, click on one of you buddy's icons, and it will take you to the Buddy
Icon Preferences (or go to "edit options" or "edit preferences",
then Buddy Icon) . Scroll up to where it says "MY BUDDY ICON", click
that, and select BROWSE. Find where you saved your icon and select it. Your
buddy icon is set.