Putting an icon in your journal is relatively simple. First you must save it to your computer (right click and then "save image as" or "save as"). Then go to the blue bar on your livejournal, click manage, and click userpics. It should take you to this page.
Where it says "keyword" is where you write something to identify the icon for posting, such as if you had an icon with a cat on it, you might write "cat" or "kitten" or something. It's important to write a keyword so that you will be able to post using that icon, otherwise you will only be able to use your default icon in posts that you make.
The bar that says "comment" is where you credit the person who made the icons (like me, if you're using one of these). To credit, write <*lj user="usernamehere"> (without the star) in the comment section.
It is also extremely important to credit the maker, for several reasons. Crediting will help the icon maker's community grow. My community, for example, is very new and needs all the promoting it can get. Also, it's a form of stealing to take someone's work without crediting them. You cite sources in research papers, so credit an icon maker with an icon.
Hopefully everything was clear, but if anyone needs help feel free to ask!