The way I do it is I actually go to the Facebook mobile site(not touch), go to my photo albums, select the photo I want. Then right under the comment box there is the option to use as profile pic, click it, then click yes, and that's it. I don't know of any other way..
Click one the picture so that it's taking up the whole screen then click the shortcut button at the bottom of your phone that's the 3 little lines and it will give 6 options hit the one that says set as then hit profile pic then crop it and hit set underneath the pic and you'll have a new profile picture
