I was just wondering if I could save the smilies as a gif file ONLY ON MY PC.

I don't see why you can't....

Step 1 - Show Smilies Pop Up Window

Step 2 - Right click on the Smilie of your choice

Step 3 - Save Picture As

Step 4 - Name and Save

Step 5 - Rinse and repeat as desired.

Easy done.

[Lockage]