oh well.. ;-)
a fair bit of php, elgg functions, internals coding; 
if by "set a photo" you mean tidypics photos.
need to play a fair bit technically cloning code from profile icon upload,
and modifying that code to fetch an image from tidyics instead,
creating various thumbnails, writing to the user's data sub-folder...
i do not expect a trivial level of coding...
not a recommended project for beginners.

yes! to tidypic, thanks for the reply, I will investigate this, for the moment everything is going well for me, I learn quickly, thanks ^ ^ and sorry for my english =S