Setting your buddy Icon:

1. Click the Buddy Icon you want.
2. Wait up to 30 seconds for AIM to find the icon.
3. Click Yes when AIM asks you if you want to change your personal buddy icon.

That didn't work! Try this:

1. Right click on the icon and select Save Picture As... (Control+Click on the Mac)
2. Save the icon in a location you will be able to find again.
   
   • For AIM Triton:
     3. Go to your AIM Triton buddy list and click on the Tools menu, and select Settings
     4. Click on Expressions
     5. Click the Browse button under the buddy icon in the top right corner
     6. Go to the icon you previously saved and click Open
     7. Click Ok to the copyright warning and Save in the preferences window.
   • For AIM 5.9:
     3. Go to your AIM buddy list and click on My AIM->Edit Options and select Edit Preferences... (F3)
     4. Click on Expressions from the list on the left. (If Expressions is not on the left, select Buddy Icons from the list, then click on *My Buddy Icon*)
     5. Click the Browse PC button under the text OR "find an icon on your own computer."
     6. Go to the icon you previously saved and click Open
     7. Click Ok to the copyright warning and Ok in the preferences window.
   • For iChat (Mac OS X):
     3. In iChat go to Buddies -> Change My Picture...
     4. Drag the icon you saved into the Buddy Picture window OR click Choose... and find the icon and click Open.
     5. Click Set in the Buddy Picture window.

But I'm an AOL user and see "The page cannot be displayed" or nothing happens when I click the icon.
The chat client bundled with AOL does not support buddy icons but you are in luck! Just follow these instructions:

1. Download AIM from the AIM website. AIM is free and is fully compatible with your AOL installation.
2. Sign in using the standalone AIM client using the screen name you wish to use the new buddy icon with.
3. Follow the instructions listed above for your version of AIM.
4. You can now quit AIM and your buddy icon will appear on your AOL screen name.