You can use either one, just right-click the mouse, and say "Save Picture As " onto your hard drive.

Depending on what hardware, and what operating system you are using, it might say "Save image as" or something else similar.

If you're on a Mac, like I am, just click and hold down on the image, and it'll give you a "Save this image as" option.

Once it is on your hard drive, you can go to "user cp" then "edit options" and down to the avatar feature, hit browse, show it where the avatar is on YOUR computer, then you're all set!