Try right-clicking the smiley, and it should bring up a list of options. One of them should say "Copy Image Address" or something similar. If you click that, all you'll need to do is paste the link between some Image tags.
For example, if I wanted to take the Smiley smiley (
) from the SLROC Forum, I'd right click it to get the link, which would be
http://www.slroc2.co.uk/forum/Smileys/default/smiley.gif
I'd then put that in the IMG tags so it looked like this:
[img]http://www.slroc2.co.uk/forum/Smileys/default/smiley.gif[/img]
Which would, of course, look like this: