Make sure you right-click on it and save it to your computer. If you want it on your page add a rich-text widget. If you want it in your signature (for posts or private messages) go to Privacy & Settings and click on Signatures (on the left).
After that (for either) click on Add A Photo and browse your computer for it. If it's animated you'll need to add it to photobucket.com first. I can give you instructions from there if you want!
at 9:19 PM on Oct. 11, 2009