Open the Facebook app, open Options, check the box next to "BlackBerry Contacts Application", then check the box next to "Update Existing Photos..." if you want to replace existing contact photos.
you may have the name different than it shows in facebook. I know for alot of my firends had to manually connect them, because the name I had and the facebook name are a little off.
i can assure you that I have the name properly type out and i manually link them all and there fb d/p still doesn't update automatic after they changed it