Hi Ang - you have to right-click on the icon, and you will
see "properties" as an option. Go to it and copy-and-paste the url for the icon/picture. It will probably end in "gif", so you'll know you have the right link.
You can't just copy the picture. I tried that too, and found you have to copy the url for it instead.
Let me know if you still have problems. You can email me at dawndo4@graffiti.net if you need to.