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On the top toolbar, go to Adium->preferences, or press command+comma. then click on accounts and choose your account, then press edit. a box will appear, and click on personal. An icon will be there, and beneath it press choose icon.
 
http://www.adiumxtras.com/

lots of cool modifications and add-ons. If you're talking about your personal icon, select your SN and pull up info; double click on the icon and mac's little icon display thing will pop up. You can just drag any picture you want in the window and resize to taste.

EDIT: Oh, yeah... what Nuks said
 
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