Vista - Display pictures in messenger

I'm having problems using display pictures within Live messenger, I click
short cut to change display picture and I get no responce.
I open send message box to a contact, then I can click change display
pictures, and I can use dramatic display pictures, but I want to put one of
my own.

Can you please direct me on how to load one into this program, when some
features are not working. I have reinstalled this program three times and in
all cases there are features that just will not work.