If you want to move all of your facebook photos to picasa,the easiest way to do it is by using http://move2picasa.com
First : Login with Facebook
Second : Allow Permission for the Facebook app
Third : Connect to Picasa
Fourth : Grant Access
Five : Wait and check Picasa after 1-2 hours.
So if you want to import ALL of your pictures ( you cannot select what pictures to import ), go to
http://move2picasa.com before facebook shutdown this application too . See this older article to find out what other apps facebook closed so that people cannot export stuff from facebook.