Name: Evan Pioneer Valley south, MA, USA (Zone 6a)
Rita, If you're using Windows; open the photo in your Profile page. Right click on the photo and then select Save image as. Make sure you select the folder you want while saving.
Oh that worked in as I can save it. Is there a way to actually create a folder called Avatar Photos instead of having to put it in folders the computer actually already gives you? I put mine in sample photos.
Name: Suzanne/Sue Sebastopol, CA (Zone 9a) Sunset Zone 15
You can change the title of you Sample Photos by simply clicking on the folder name so it become highlighted then typing in what you want. And yes, there is an option at the top of Pictures that says 'New Folder'.
The long way to get to it; click on Start Menu>Computer>and in the Libraries Folder click on Pictures and at the top in the menu bar is the New Folder.