Sounds like you disabled contact sync from Facebook:
Tap Settings-->Accounts & Sync-->Tap your FB Account-->Make certain 'Sync Contacts' is checked.
The problem with donig that is it syncs every Facebook friend you have into your contact list, even if you don't have their phone number. Is there any way to only add the FB profile pictures to your current contacts? When I sync my FB, I end up with about 450 people in my contacts, when I really only have about 125.
Dump some FB friends? Sorry couldn't resist. Honestly I don't know how to do it selectivly and that is a weakness of the FB sync IMO.