I found this.Might help.
First, what you want to do is download the the pictures from FB (on the net) to your PC and into a folder that Picasa monitors, such as My Pictures. Picasa will then detect them.
Now - there is no download function that I know of in FB. The only way that this could be done is to right-click on the picture in FB and from the menu that comes up select Save Image As and use that to put the picture into the folder per above. However, the picture will be small in size - 49 or 50 KB instead of the 2 mg for a picture from your camera.