Digimon Season 3 AIM buddy icons:

to make one of these icon's yours, right mouse click the icon you want. Then, click "Save Picture As...". Be sure you can find the picture file later. To activate it on AIM, click "Select Buddy Icon...". After that, click "Browse PC..." this is why you needed to put the picture someplace you could find, select the file you saved your icon as. The icon you chose is now your icon.