People with Windows we are with you...
Right click your desktop and hit 'Properties'. You should be on the 'Background' Tab... Just hit 'Browse' and locate the file on your PC. Next hit 'Apply' and view your newly added wallpaper! :-)

How can I set my msn photo to the Cameron Icon?

Right-Click and Save your selected Icon. Open your msn messenger and hit 'Tools>Change Display Picture'. A window should come up, and you should be able to locate your icon now.

How can I make the Cameron AIM Icon my buddy icon?

CamFans.org has tried to make this action simple for you, by setting our icons up so you can just simply click to make it your own. If for whatever reason this automation doesn't work, we will need to set our icon manually. You can do so by right-clicking the icon and saving it to your hard drive. Once it is saved, open your aol instant messenger, and hit File>Preferences. A window should now appear allowing you to view all your personal selections. On the right side you should see the word 'Expressions' located in the menu. In the right section you should see a button that is labeled, 'browse'. This button should open a window allowing you to find and select your buddy icon. After you locate the file, exit out of the preferences and everyone should now see your wonderful Cameron icon! (these directions are for the latest version of aim)