Oh about that. You really don't even need to save anything to your computer.
Visit your IMVU gallery and find the one you want to use and click on it.
Then you can right click on it and select view image.
You'll now be able to copy the image location and paste it into the text field in your profile.
The one that requires a link.
IMVU doesn't seem to mind hot linking that much.
@EJdaOG: Please make sure to modify your post instead of double posting.