Welcome to Icon Madness...
Once you chose right click and click "SAVE PICTURE AS"
save it is a place you wont forget...
open aim or aol, click click "MY AIM","EDIT OPTIONS","EDIT PREFERENCES" a box should pop up...
On the side bar on the left click "EXPRESSIONS"
click "BROWSE PC..."
Find the icon where you saved it...
click on it then click SELECT...
Another box will pop up click "OK"
ENJOY!