You should store your avatars in a folder that you can find easily. Make a folder to keep them in, best would be making a sub folder in your ...vplaces/exts/galery directory. That way you will find the folder at once when you choose to change your face.
After you found an avatar you want, right click on the image and select 'save as'. In the window that will pop up you can specify the path where you want the avatar to be saved on your system. Find the folder you created for your personal avatars and save the it there.