Sorry, don't know why this is happening. I'm also using ver. 813 and i can't add them straight from the conversation either.
I use a program called
MSN Ripper which basically takes all display pictures and custom emoticons and saves them in a folder. I then add the emoticons from the folder.
I know its long, but it's the only way i can get it to work. I've been looking round for a solution for a while.