How to use an icon on LJ

First, choose an icon and save it to your hard drive.  Then go to LiveJournal.com and make sure you're logged in. :)  Hover over "Profile" and then click "Manage Userpics".  Once you're on your "Manage Userpics" page, find the "Upload a New Userpic" form and click the "Browse..." button.  Select your icon from wherever you saved it to on your hard drive and click "Open".  Add keywords or make it your default picture if you'd like, then click the "Proceed" button.  All done!  Enjoy! :D

Also check out LiveJournal's FAQ entries about User Pictures and how many User Pictures you can have.