Youll have to save it in a picture formatting program. I do think MSpaint will do. Photoshop or something similar would be better.
It has to be 64 x 64 pixels maximum size. Save it as a .gif file (for example myavatar.gif)
Then you can upload it on user CP page.
If you like you can post the image you downloaded from the web here (or give me the link) and ill put it into the correct file format and size for you to use.