TO SET AS YOUR MSN MESSENGER ICON:
1. Right click on the icon.
2. Select "Save Picture As..." and save the image.
3. Open MSN Messenger.
4. Choose Tools from the menu bar at the top.
5. Select Change Display Picture... ("My Display Picture" window will open)
6. Click Browse and navigate to desktop where you saved our icon.
7. Find the icon you saved on your desktop and double click on it.
8. The desired image file will be added to your list of display pictures.