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.
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.