How do I link my facebook contacts to my phone book??

OK, I see all the posts about how to change the phonebook picture from the FB, lol, but I cant get the FB pics to link?? I am signed into facebook through my phone, it shows the FB option, but when i try to link it, it doesn't work. I am currently trying to click the "link" option in the top right corner of the contact, where it brings me to the screen showing "all contacts" and "facebook for HTC Sense". I am able to find the correct contact in the facebook option, but then it doesn't save once I click which I want it linked to. Please help! It did link a few as "suggested" when I first got my phone, so I don't understand why it won't do all of them. Thanks for any help!

Yes, I click done and it just goes back to contact screen, still with no picture.

in your settings under accounts and sync...are you sure you have facebook for htc sense set to sync? and to sync contacts? and background data and auto sync checked?? facebook cannot sync or link your contacts without being able to sync to it...