You can click on their screen name that appears directly under their photo, probably click the photo itself. Then it'll take you to their profile and at the top you'll see a fairly small button that says "FOLLOW" Click it. It will give you options to save as friend, acquaintance, etc. You can choose None and then hit save. Your then following!
I just realized the comment above answered ur question. Ooops. I shouldve read that first. Lol